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1
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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2
Aggregation over time, error correction models and Granger causality : a Monte Carlo investigation
Mamingi, Nlandu
- In:
Economics letters
52
(
1996
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001207406
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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen
- In:
Economics letters
70
(
2001
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa
- In:
Economics letters
46
(
1994
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
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Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R.
- In:
Economics letters
52
(
1996
)
3
,
pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
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6
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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7
SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form
Creel, Michael D.
- In:
Economics letters
53
(
1996
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001216273
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8
Level shifts, unit roots and misspecification of the breaking date
Montañés, Antonio
- In:
Economics letters
54
(
1997
)
1
,
pp. 7-13
Persistent link: https://www.econbiz.de/10001222346
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9
Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem
- In:
Economics letters
58
(
1998
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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10
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
- In:
Economics letters
58
(
1998
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
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