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An empirical survey of the unit root characteristics of disaggregated data
McDougall, R. Stuart - 1994
Persistent link: https://www.econbiz.de/10000898595
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce - 1980 - Rev
Persistent link: https://www.econbiz.de/10000909115
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol; Mittnik, Stefan; Račev, Svetlozar T. - 1996
Persistent link: https://www.econbiz.de/10000955840
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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Structural break and unit root : Australian evidende
Silvapulle, Paramsothy; Maddock, Rodney - 1992
Persistent link: https://www.econbiz.de/10000845605
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Finite sample properties of the BDS statistic
Hsieh, David A.; LeBaron, Blake Dean - 1990 - Rev
Persistent link: https://www.econbiz.de/10000848606