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On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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Inflation targeting and real exchange rates : a bias correction approach
Kim, Jaebeom - In: Economics letters 125 (2014) 2, pp. 253-256
Persistent link: https://www.econbiz.de/10010505325
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A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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Recursive mean adjustment and tests for nonstationarities
Shin, Dong Wan; So, Beong Soo - In: Economics letters 75 (2002) 2, pp. 203-208
Persistent link: https://www.econbiz.de/10001650992
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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert; Smith, Aaron D. - In: Economics letters 151 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011742136
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Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
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Expectations and macroeconomic fluctuations in the euro area
Girardi, Alessandro - In: Economics letters 125 (2014) 2, pp. 315-318
Persistent link: https://www.econbiz.de/10010505294
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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Calculation of aggregate demand and supply disturbances from a common trends model
Hansson, Jesper - In: Economics letters 65 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001422789