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Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti - In: Journal of econometrics 81 (1997) 1, pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
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Nonlinear stochastic trends
Granger, C. W. J. - In: Journal of econometrics 81 (1997) 1, pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J. - In: Journal of econometrics 81 (1997) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
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Rational expectations, inflation and the nominal interest rate
Crockett, Jean A. - In: Journal of econometrics 83 (1998) 1, pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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Heterogeneous information arrival and option pricing
Asea, Patrick K. - In: Journal of econometrics 83 (1998) 1, pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Finite sample moments results for the quasi-FIML estimator of the reduced form : the linear case
MacCarthy, Michael D. - In: Journal of econometrics 83 (1998) 1, pp. 239-262
Persistent link: https://www.econbiz.de/10001336946
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Model specification and endogeneity
Nakamura, Alice Orcutt - In: Journal of econometrics 83 (1998) 1, pp. 213-237
Persistent link: https://www.econbiz.de/10001336947