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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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Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - 2009
Persistent link: https://www.econbiz.de/10003878139
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Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2015
Persistent link: https://www.econbiz.de/10011350551
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Continuous-time linear models
Cochrane, John H. - 2012
Persistent link: https://www.econbiz.de/10009561276
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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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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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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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