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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
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Outlier detection in cointegration analysis
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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Outlier Detection in Cointegration Analysis
Franses, Philip Hans; Lucas, Andre - 2014
uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis. As a byproduct of …
Persistent link: https://www.econbiz.de/10014088271
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000834763
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000839839
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Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku - 1992
Persistent link: https://www.econbiz.de/10000136069
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Testing nonlinearities with Finnish historical time series
Takala, Kari; Virén, Matti - 1993
Persistent link: https://www.econbiz.de/10000141765
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Incorporating data and theory in roundwood supply and demand estimation
Hetemäki, Lauri - In: American journal of agricultural economics 74 (1992) 4, pp. 1010-1018
Persistent link: https://www.econbiz.de/10001135023