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Time series, unit roots, and cointegration
Dhrymes, Phoebus J. - 1998
Persistent link: https://www.econbiz.de/10000647696
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Structural analysis of cointegration VARs
Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
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Shocking stories
Levtchenkova, S.; Pagan, Adrian R.; Robertson, John C. - In: Journal of economic surveys 12 (1998) 5, pp. 507-532
Persistent link: https://www.econbiz.de/10001400861
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Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
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An econometric analysis of I (2) variables
Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650
Persistent link: https://www.econbiz.de/10001400865
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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New introduction to multiple time series analysis
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10001768634
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Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
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Zeitreihenanalyse, Teil 2: Kointegration und Fehlerkorrekturmodelle
Frenkel, Michael; Funke, Katja; Koske, Isabell - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 12, pp. 735-740
Persistent link: https://www.econbiz.de/10001843924
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Continuous-time linear models
Cochrane, John H. - 2012
Persistent link: https://www.econbiz.de/10009710832