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Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre; Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483122
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Spurious regression in non-stationary panel time series with cross-unit cointegration
Urbain, Jean-Pierre; Westerlund, Joakim - 2008
Persistent link: https://www.econbiz.de/10003921291
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Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009506570
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Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013
Persistent link: https://www.econbiz.de/10010252319
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Testing for common cycles in non-stationary VARs with varied frecquency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2013
Persistent link: https://www.econbiz.de/10009736971
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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171