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Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
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Proceedings of the Symposium on Time Series Analysis : held at Brown University, June 11 - 14, 1962
Rosenblatt, Murray (contributor) - Symposium on Time Series Analysis <1962, Providence, RI> - 1963
Persistent link: https://www.econbiz.de/10000041311
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Recursive estimation and time-series analysis : an introduction
Young, Peter - 1984
Persistent link: https://www.econbiz.de/10000055289
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Monitoring stationarity and cointegration : conference paper
Wagner, Martin; Wied, Dominik - 2014
We propose a monitoring procedure to detect a structural change from stationary to integrated behavior. When the procedure is applied to the errors of a relationship between integrated series it thus monitors a structural change from a cointegrating relationship to a spurious regression. The...
Persistent link: https://www.econbiz.de/10010484411
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Special issue on the analysis of high-frequency financial data and market microstructure
2005
Persistent link: https://www.econbiz.de/10003151162
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K. (ed.); Rothenberg, Thomas J. (honouree) - 2005
Persistent link: https://www.econbiz.de/10002380727