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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000989790
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Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000981783
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Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001590410
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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2007
Persistent link: https://www.econbiz.de/10003647697
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Panel cointegration testing in the presence of common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - 2005
Persistent link: https://www.econbiz.de/10003319492
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Bootstrap unit root tests : comparison and extensions
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2006
Persistent link: https://www.econbiz.de/10003319915
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Panel unit root tests in the presence of crosssectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002485609
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Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003647580
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Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003483216
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Does seasonal adjustment induce common cycles?
Hecq, Alain W. J. - 1997
Persistent link: https://www.econbiz.de/10000989788