Narrow search
Showing 1 - 10 of 363
Cover Image
Operational time and seasonality in distributed lag estimation
Clark, Peter K. - 1974
Persistent link: https://www.econbiz.de/10002001361
Cover Image
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
Cover Image
Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
Cover Image
On the existence and interpretation of a "unit root" in US GNP
DeLong, James Bradford; Summers, Lawrence Henry - 1988
Persistent link: https://www.econbiz.de/10000756186
Cover Image
Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin S.; Hansen, Lars Peter - 1987
Persistent link: https://www.econbiz.de/10000723788
Cover Image
Unit roots in real GNP : do we know, and do we care?
Christiano, Lawrence J.; Eichenbaum, Martin S. - 1989
Persistent link: https://www.econbiz.de/10000775486
Cover Image
Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto; Jorian, Philippe - 1989
Persistent link: https://www.econbiz.de/10000781817
Cover Image
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
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
Deterministic vs. stochastic trend in US GNP, yet again
Diebold, Francis X.; Senhadji-Semlali, Abdel - 1996
Persistent link: https://www.econbiz.de/10000569089