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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
Saved in:
2
Low-frequency robust
cointegration
testing
Müller, Ulrich K.
;
Watson, Mark W.
-
2009
Persistent link: https://www.econbiz.de/10003878139
Saved in:
3
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2015
Persistent link: https://www.econbiz.de/10011350551
Saved in:
4
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
Saved in:
5
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
6
Integration,
cointegration
and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
Saved in:
7
Interpreting cointegrated models
Campbell, John Y.
;
Shiller, Robert J.
-
1988
Persistent link: https://www.econbiz.de/10000753535
Saved in:
8
Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin S.
;
Hansen, Lars Peter
-
1987
Persistent link: https://www.econbiz.de/10000723788
Saved in:
9
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
Saved in:
10
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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