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Cointegrated time series : a guide to estimation and hypothesis testing
Dickey, David A. - In: Oxford bulletin of economics and statistics 56 (1994) 3, pp. 325-353
Persistent link: https://www.econbiz.de/10001165109
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Survey vs ARCH measures of inflation uncertainty
Dua, Pami - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 341-353
Persistent link: https://www.econbiz.de/10001147189
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A note on empirical power of unit root tests under threshold processes : practitioners corner
Pippenger, Michael Kirk - In: Oxford bulletin of economics and statistics 55 (1993) 4, pp. 473-481
Persistent link: https://www.econbiz.de/10001149573
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Long memory series with attractors
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 53 (1991) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10001102945
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Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
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Triangular representation and error correction mechanism in cointegrated systems
Cappuccio, Nunzio - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 409-415
Persistent link: https://www.econbiz.de/10001201675
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Some reparameterizations of lag polynomials for dynamic analysis
Burke, Simon P. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10001201678
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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Cointegration, error correction, and aggregation in dynamic models : a comment
Aoki, Masanao - In: Oxford bulletin of economics and statistics 50 (1988) 1, pp. 89-95
Persistent link: https://www.econbiz.de/10001077338