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Geometric and long run aspects of Granger causality
Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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Interpreting tests of the convergence hypothesis
Bernard, Andrew B. - In: Journal of econometrics 71 (1996) 1, pp. 161-173
Persistent link: https://www.econbiz.de/10001194738
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A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke; Li, Wai Keung - In: Journal of econometrics 187 (2015) 1, pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
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Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - In: Journal of econometrics 218 (2020) 2, pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa; Zivot, Eric; Creal, Drew - In: Journal of econometrics 146 (2008) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
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Trend/cycle decomposition of regime-switching processes
Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788