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On alternative state space representations of time series models
Aoki, Masanao - 1988
Persistent link: https://www.econbiz.de/10001269076
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A note on minimum mean squared error estimation of signals with unit roots
Maravall Herrero, Agustín - 1988
Persistent link: https://www.econbiz.de/10001269077
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On the dynamic shape of aggregated error correction models
Lippi, Marco - 1988
Persistent link: https://www.econbiz.de/10001269078
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Causality, cointegration, and control
Granger, C. W. J. - 1988
Persistent link: https://www.econbiz.de/10001269079
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Error correction models, cointegration and the internal model principle
Salmon, Mark H. - 1988
Persistent link: https://www.econbiz.de/10001269080
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The convergence of multivariate "unit root" distributions to their asymptotic limits : the case of money-income causality
Ljungqvist, Lars (contributor) - 1988
Persistent link: https://www.econbiz.de/10001269082
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Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R. - 1988
Persistent link: https://www.econbiz.de/10001269083
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Bayesian skepticism on unit root econometrics
Sims, Christopher A. - 1988
Persistent link: https://www.econbiz.de/10001269084
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Rational-expectations econometric analysis of changes in regime : an investigation of the term structure of interest rates
Hamilton, James D. - 1988
Persistent link: https://www.econbiz.de/10001269087
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Continuous time autoregressive models with common stochastic trends
Harvey, Andrew C. - 1988
Persistent link: https://www.econbiz.de/10001269088