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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y. - In: NBER macroeconomics annual (1991), pp. 141-201
Persistent link: https://www.econbiz.de/10001129303
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew - 2009
Persistent link: https://www.econbiz.de/10003855973
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew - In: Econometric reviews 31 (2012) 1/3, pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Approximate solution methods for real business cycle models
Thomson, James D. C. - 1997
Persistent link: https://www.econbiz.de/10000956346
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Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J. - 1991
Persistent link: https://www.econbiz.de/10000839214
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Structural analysis of cointegration VARs
Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
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Shocking stories
Levtchenkova, S.; Pagan, Adrian R.; Robertson, John C. - In: Journal of economic surveys 12 (1998) 5, pp. 507-532
Persistent link: https://www.econbiz.de/10001400861
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Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10001400862