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Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut - In: The review of economics and statistics 72 (1990) 1, pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
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Modeling the demand for M3 in the unified Germany
Wolters, Jürgen - In: The review of economics and statistics 80 (1998) 3, pp. 399-409
Persistent link: https://www.econbiz.de/10001245213
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Testing the predictability of stock returns
Lanne, Markku - In: The review of economics and statistics 84 (2002) 3, pp. 407-415
Persistent link: https://www.econbiz.de/10001691395
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Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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TESTING THE PREDICTABILITY OF STOCK RETURNS
Lanne, Markku - In: The review of economics and statistics 84 (2002) 3, pp. 407-415
Persistent link: https://www.econbiz.de/10006374228
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Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10006389396
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Modeling the Demand for M3 in the Unified Germany
Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - In: The review of economics and statistics 80 (1998) 3, pp. 399-409
Persistent link: https://www.econbiz.de/10007353000