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A matrix evaluation of the moving-average representation
Lyhagen, Johan - In: Economics letters 55 (1997) 2, pp. 179-183
Persistent link: https://www.econbiz.de/10001227360
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A distance measure between cointegration spaces
Larsson, Rolf; Villani, Mattias - In: Economics letters 70 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001534698
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A distance measure between cointegration spaces
Larsson, Rolf; Villani, Mattias - In: Economics letters 70 (2001) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10006776286
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A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001422782