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Econometrics of short and unreliable time series
Url, Thomas (ed.); Wörgötter, Andreas (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545862
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Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt; Gooijer, Jan G. de - 1994
Persistent link: https://www.econbiz.de/10000559982
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Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria; Pittis, Nikitis - 1997
Persistent link: https://www.econbiz.de/10000619744
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P. - 1996
Persistent link: https://www.econbiz.de/10000610231
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Identification of business cycle turning points using linear splines
Vishwakarma, Keshav P. - 1989
Persistent link: https://www.econbiz.de/10000128291
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Unobserved components in economic time series
Maravall, Agustín - 1993
Persistent link: https://www.econbiz.de/10000142923