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On estimating integrated squared spectral density derivatives
Lee, Y. H. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000839553
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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The determinants of Japan's household saving rate : a cointegration analysis
Horioka, Charles - 1992
Persistent link: https://www.econbiz.de/10000841150
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On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín - 1986 - Rev. version
Persistent link: https://www.econbiz.de/10000842048
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The use of ARIMA models in unobserved components estimation : an application to Spanish monetary control
Maravall Herrero, Agustín - 1987
Persistent link: https://www.econbiz.de/10000842051
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Descomposición de series temporales : especificación, estimación e inferencia
Maravall Herrero, Agustín - 1987
Persistent link: https://www.econbiz.de/10000842065
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Essays on multicointegration and nonlinearity
Lee, Tae-hwy - 1990
Persistent link: https://www.econbiz.de/10000842105
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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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Two papers on Arima signal extraction
Maravall Herrero, Agustín - 1988
Persistent link: https://www.econbiz.de/10000842225