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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 110 (2002) 2, pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans - In: Journal of econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter - In: Journal of econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740