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Formally testing the present value model of farmland prices

Falk, Barry - In: American journal of agricultural economics 73 (1991) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001102448

Use of panel time-series data with cross-section dependence in evaluating farmland valuation : a cautionary note

Tayebi, Zahra; Onel, Gulcan; Moss, Charles B. - In: Applied economics letters 28 (2021) 6, pp. 487-492

Persistent link: https://www.econbiz.de/10012485055

Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors

Engsted, Tom; Lund, Jesper - 1994

Persistent link: https://www.econbiz.de/10000894175

Cointegration in macroeconomic systems : seasonality and explosive roots

Kunst, Robert M. - 1989

Persistent link: https://www.econbiz.de/10000800304

Forecasting financial time series using model averaging

Ravazzolo, Francesco - 2007

Persistent link: https://www.econbiz.de/10003580042

Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure

Kramer Pedersen, Mette (contributor); … - 2006

Danmarks Nationalbank has in November 2006 started to publish five seasonally adjusted financial time series. The series chosen for seasonal adjustment are monthly series for currency in circulation, the money stock measures M1 and M2 and the MFI sector's lending to households and to...

Persistent link: https://www.econbiz.de/10003394923