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1
Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto
;
Jorian, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000781817
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2
Interpreting cointegrated models
Campbell, John Y.
;
Shiller, Robert J.
-
1988
Persistent link: https://www.econbiz.de/10000753535
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3
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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4
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
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5
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
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6
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
Saved in:
7
The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J.
-
1996
Persistent link: https://www.econbiz.de/10000588582
Saved in:
8
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
9
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
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10
Deterministic vs. stochastic trend in US GNP, yet again
Diebold, Francis X.
;
Senhadji-Semlali, Abdel
-
1996
Persistent link: https://www.econbiz.de/10000569089
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