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The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437100
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000151461
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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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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
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A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437105
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Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
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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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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749