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Parameter constancy in cointegrating regressions
Quintos, Carmela E. - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y. - In: Econometric reviews 13 (1994) 2, pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi - In: Journal of econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric - In: Econometric reviews 13 (1994) 3, pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10001175474