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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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Nonrenewable resource prices : deterministic or stochastic trends?
Lee, Junsoo; List, John A.; Strazicich, Mark - 2005
Persistent link: https://www.econbiz.de/10003090623
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Testing deviations from purchasing power parity (PPP)
Aizenman, Joshua - 1984
Persistent link: https://www.econbiz.de/10001817632
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329
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Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684
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Are OLS estimates of the return to schooling biased downward? : Another look
Blackburn, McKinley L.; Neumark, David - 1993
Persistent link: https://www.econbiz.de/10000855472
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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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The excess co-movement of commodity prices
Pindyck, Robert S.; Rotemberg, Julio - 1988
Persistent link: https://www.econbiz.de/10000752261
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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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VAR models as structural approximations
Fair, Ray C. - 1988
Persistent link: https://www.econbiz.de/10000753850