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1
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
- In:
International economic review
39
(
1998
)
4
,
pp. 1101-1118
Persistent link: https://www.econbiz.de/10001338784
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Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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Long memory and aggregation in macroeconomic time series
Chambers, Marcus J.
- In:
International economic review
39
(
1998
)
4
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pp. 1053-1072
Persistent link: https://www.econbiz.de/10001338800
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Bayesian methods for dynamic multivariate models
Sims, Christopher A.
- In:
International economic review
39
(
1998
)
4
,
pp. 949-968
Persistent link: https://www.econbiz.de/10001338805
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
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pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Aggregation, unit roots and the time series structure of manufacturing real wages
Rossana, Robert J.
- In:
International economic review
33
(
1992
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10001119785
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A class of nonlinear ARCH models
Higgins, Matthew Lawrence
- In:
International economic review
33
(
1992
)
1
,
pp. 137-158
Persistent link: https://www.econbiz.de/10001119787
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Trends and random walks in macroeconomic time series : a re-examination
Rudebusch, Glenn D.
- In:
International economic review
33
(
1992
)
3
,
pp. 661-680
Persistent link: https://www.econbiz.de/10001128027
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The statistical properties of dimension calculations using small data sets : some economic applications
Ramsey, James B.
- In:
International economic review
31
(
1990
)
4
,
pp. 991-1020
Persistent link: https://www.econbiz.de/10001097428
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Linear versus nonlinear macroeconomies : a statistical test
Ashley, Richard A.
- In:
International economic review
30
(
1989
)
3
,
pp. 685-704
Persistent link: https://www.econbiz.de/10001068609
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