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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
;
Engsted, Tom
;
Haldrup, Niels
-
2002
Persistent link: https://www.econbiz.de/10001721445
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Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
-
2016
-
Revised edition
Persistent link: https://www.econbiz.de/10011514491
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3
Testing for unit roots with cointergated data
Reed, W. Robert
-
2015
Persistent link: https://www.econbiz.de/10011296226
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4
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
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2014
Persistent link: https://www.econbiz.de/10011296518
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Exploiting long run
cointegration
properties of a quarterly US system of wheat-related products
Babula, Ronald Alexander
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003345481
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Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús
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Feldkircher, Martin
;
Huber, Florian
-
2014
Persistent link: https://www.econbiz.de/10010359435
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On the influence of oil prices on economic activity and other macroeconomic and financial variables
Lescaroux, François
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contributor
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2008
Persistent link: https://www.econbiz.de/10003750610
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8
Cointegrated vector autoregression methods : an application to non-normally behaving data on selected US sugar-related markets
Babula, Ronald Alexander
(
contributor
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2005
Persistent link: https://www.econbiz.de/10002717669
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9
Nordic stock markets and the financial integration
Mangeloja, Esa
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1999
Persistent link: https://www.econbiz.de/10001434204
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Innovation effects in the Nordic stock markets
Mangeloja, Esa
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1999
Persistent link: https://www.econbiz.de/10001434215
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