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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
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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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Business cycle properties of selected US economic time series : 1959 - 1988
Stock, James H.; Watson, Mark W. - 1990
Persistent link: https://www.econbiz.de/10000793287
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Business cycle properties of selected US economic time series ; [Hauptbd.]
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793288
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Demand disturbances and aggregate fluctuations : the implications fo near rationality
Jones, Stephen R. G.; Stock, James H. - 1985 - rev
Persistent link: https://www.econbiz.de/10000699975
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000663354
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076