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Detecting shocks : outliers and breaks in time series
Atkinson, A. C.; Kooiman, Siem J.; Shephard, Neil - 1993
Persistent link: https://www.econbiz.de/10000122498
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A Bayesian analysis of periodic integration
Franses, Philip H.; Koop, Gary - 1994
Persistent link: https://www.econbiz.de/10000122538
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Deriving relative risks from aggregate data : with an application to the relationship between unemployment and suicide
Norström, Thor - 1988
Persistent link: https://www.econbiz.de/10000125195
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Primary commodity prices and macroeconomic variables : a long-run relationship
Palaskas, Theodosios; Varangis, Panos - 1989
Persistent link: https://www.econbiz.de/10000125602
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The stationarity of data revisions : a study of some national income aggregates
Patterson, K. D.; Heravi, S. M.; Ash, J. C. - 1989
Persistent link: https://www.econbiz.de/10000126596
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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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Identification of business cycle turning points using linear splines
Vishwakarma, Keshav P. - 1989
Persistent link: https://www.econbiz.de/10000128291
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Consumption smoothing across seven countries : a time series analysis
Fitzenberger, Bernd - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000129350
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What do private agents believe about the time series properties of GNP?
Rudin, Jeremy R. - 1990
Persistent link: https://www.econbiz.de/10000129472
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An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G. - 1990
Persistent link: https://www.econbiz.de/10000130882