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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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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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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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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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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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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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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