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Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos; Stengos, Thanasis - 1991
Persistent link: https://www.econbiz.de/10000137505
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Marcellino, Massimiliano - 1997
Persistent link: https://www.econbiz.de/10000984064
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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Fiscal solvency and fiscal forecasting in Europe
Artis, Michael J.; Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10000992800
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.; Pacini, Barbara - 1998
Persistent link: https://www.econbiz.de/10000993737
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
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Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
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Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10001353935
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040