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Structural models of the liquidity effect
Pagan, Adrian R. - 1995
Persistent link: https://www.econbiz.de/10000560753
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Seasonal integration and the evolving seasonals model
Hylleberg, Svend - 1995
Persistent link: https://www.econbiz.de/10000146741
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Two stage and related estimators and their applications
Pagan, Adrian R. - 1986
Persistent link: https://www.econbiz.de/10000692760
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Time series behaviour and dynamic specification
Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 47 (1985) 3, pp. 199-211
Persistent link: https://www.econbiz.de/10001035205
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2009
Persistent link: https://www.econbiz.de/10003882203
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2010
Persistent link: https://www.econbiz.de/10008698087
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Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Macroeconomic dynamics 19 (2015) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
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On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Applied economics letters 20 (2013) 4/6, pp. 316-319
Persistent link: https://www.econbiz.de/10009706792
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Trend-cycle decomposition : implications from an exact structural identification
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2013
Persistent link: https://www.econbiz.de/10010198264
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - In: International journal of applied business and economic … 10 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009676058