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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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The great wars, the great crash, and the unit root hypothesis : some new evidence about an old stylized fact
Ben-David, Dan - 1994
Persistent link: https://www.econbiz.de/10000888708
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The constrained asset share estimation (case) method : testing mean-variance efficiency of the US stock market
Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1993
Persistent link: https://www.econbiz.de/10000862880
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Unit roots in macroeconomic time series : some critical issues
McCallum, Bennett T. - 1993
Persistent link: https://www.econbiz.de/10000867499
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Cattle cycles
Rosen, Sherwin - 1993
Persistent link: https://www.econbiz.de/10000870316
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin S.; Hansen, Lars Peter - 1987
Persistent link: https://www.econbiz.de/10000723788
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On the interpretation of near random walk behavior in GNP
West, Kenneth D. - 1987
Persistent link: https://www.econbiz.de/10000731627
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Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence
Banerjee, Anindya; Lumsdaine, Robin L.; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000803376