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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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Testing for unit roots with cointergated data
Reed, W. Robert - 2015
Persistent link: https://www.econbiz.de/10011296226
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Unit root tests, size distortions, and cointegrated data
Reed, W. Robert - 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; 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 (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003750610
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Cointegrated vector autoregression methods : an application to non-normally behaving data on selected US sugar-related markets
Babula, Ronald Alexander (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002717669
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Nordic stock markets and the financial integration
Mangeloja, Esa - 1999
Persistent link: https://www.econbiz.de/10001434204
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Innovation effects in the Nordic stock markets
Mangeloja, Esa - 1999
Persistent link: https://www.econbiz.de/10001434215