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Separation, weak exogeneity, and P-T decomposition in conintegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 21 (2002) 3, pp. 273-307
Persistent link: https://www.econbiz.de/10001718742
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Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca - In: Econometric reviews 20 (2001) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10001596583
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SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Hecq, Alain; Palm, Franz; Urbain, Jean-Pierre - In: Econometric reviews 21 (2002) 3, pp. 273-308
Persistent link: https://www.econbiz.de/10006892694
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International consumer behaviour under structural changes in income
Winder, Carlo C. A. - In: Econometric reviews 8 (1989) 1, pp. 1-87
Persistent link: https://www.econbiz.de/10001069302
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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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Panel unit root tests in the presence of cross-sectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 29 (2010) 2, pp. 111-145
Persistent link: https://www.econbiz.de/10003960491
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Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 29 (2009) 2, pp. 111-146
Persistent link: https://www.econbiz.de/10009266508