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On cointegration test for VAR models with drift
Yang, Minxian; Bewley, Ronald A. - 1995
Persistent link: https://www.econbiz.de/10000917803
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[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A. - In: Journal of economic literature 40 (2002) 3, pp. 931-933
Persistent link: https://www.econbiz.de/10001735218
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction
Bewley, Ronald - In: Computer-aided econometrics, (pp. 385-405). 2003
Persistent link: https://www.econbiz.de/10002595512
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Multi co-integrating equations and parameter reduction techniques in vector autogressive modelling
Bewley, Ronald; Fisher, Lance; Parry, Thomas - 1988
Persistent link: https://www.econbiz.de/10000127253