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1
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
- In:
Journal of economic surveys
12
(
1998
)
3
,
pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
Saved in:
2
Forecasting movements in the stock market : a comparison between static and dynamic models
Jung, Chulho
- In:
The southern business & economic journal
17
(
1994
)
4
,
pp. 297-315
Persistent link: https://www.econbiz.de/10001166047
Saved in:
3
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001681636
Saved in:
4
Common features in economics and finance : an overview of recent developments
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10003410118
Saved in:
5
Nonlinear panel data analysis
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Annual review of economics
3
(
2011
),
pp. 395-424
Persistent link: https://www.econbiz.de/10009354881
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6
Shock persistence and structural change
Greasley, David
- In:
The economic record : er
73
(
1997
)
223
,
pp. 348-362
Persistent link: https://www.econbiz.de/10001241613
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7
Pooling cross-section and time series data : the expenditure and net domestic product relationship for major Indian states
Prasuna, C. Asha
;
Kumar, S. N. V. Siva
- In:
The Indian economic journal
47
(
1999/2000
)
4
,
pp. 119-123
Persistent link: https://www.econbiz.de/10001560066
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8
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
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9
Approximate solution methods for real business cycle models
Thomson, James D. C.
-
1997
Persistent link: https://www.econbiz.de/10000956346
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10
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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