Narrow search
Showing 1 - 10 of 11
Cover Image
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
Cover Image
Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
Cover Image
Unobserved components in economic time series
Maravall, Agustín - 1993
Persistent link: https://www.econbiz.de/10000142923
Cover Image
Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
Cover Image
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
Cover Image
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028
Cover Image
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
Cover Image
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
Cover Image
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420178
Cover Image
Three tests for the existence of cycles in time series
Canova, Fabio - 1992
Persistent link: https://www.econbiz.de/10013419672