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Time-varying cointegration
Bierens, Herman J.; Martins, Luís Filipe - In: Econometric theory 26 (2010) 5, pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Complex unit roots and business cycles : are they real?
Bierens, Herman J. - In: Econometric theory 17 (2001) 5, pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
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A note on the paper by H. J. Bierens: "Complex unit roots and business cycles : are they real?"
Díaz-Emparanza, Ignacio - In: Econometric theory 20 (2004) 3, pp. 636-637
Persistent link: https://www.econbiz.de/10002068320
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de - In: Econometric theory 10 (1994) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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ARMA memory index modeling of economic time series
Bierens, Herman J. - In: Econometric theory 4 (1988) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10001049389
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Model-free asymptotically best forecasting of stationary economic time series
Bierens, Herman J. - In: Econometric theory 6 (1990) 3, pp. 348-383
Persistent link: https://www.econbiz.de/10001118098