Similar Search Results

Cointegration in macroeconomic systems : seasonality and explosive roots

Kunst, Robert M. - 1989

Persistent link: https://www.econbiz.de/10000800304

Cointegration in a macroeconomic system

Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365

Persistent link: https://www.econbiz.de/10001099940

Common cycles : a frequency domain approach

Breitung, Jörg; Candelon, Bertrand - 2000

Persistent link: https://www.econbiz.de/10001558560

Strategien gegen Ausreisser in Zeitreihenmodellen

Kunst, Robert M. - 1985

Persistent link: https://www.econbiz.de/10000703183

Merger cycles : a frequency domain approach

Kastrinaki, Zafeira; Stoneman, Paul - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 259-275

Persistent link: https://www.econbiz.de/10009754622

Common cycles : a frequency domain approach

Breitung, Jörg; Candelon, Bertrand - 2000

an analysis of the comovement between Germany, Austria and the United Kingdom is presented. -- common feature analysis …

Persistent link: https://www.econbiz.de/10009612024

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

A Gibbs sampler for Beyesian ARCH-models

Korn, Olaf - 1993

Persistent link: https://www.econbiz.de/10000883045

1
2
3
4
5
6
7
8
9
10
Next
Last