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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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The dynamics of consumers' expenditure : the UK consumption ECM redux
Fernandez-Corugedo, Emilio; Price, Simon; Blake, Andrew P. - 2003
Persistent link: https://www.econbiz.de/10001847077
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Bayesian analysis of Markov switching vector error correction model
Sugita, Katsuhiro (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397341
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Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
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Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca - In: Econometric reviews 20 (2001) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10001596583
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Bayesian analysis of a fractional cointegration model
Martin, Gael M. - In: Econometric reviews 20 (2001) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A. (contributor);  … - 2001 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001726255
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On the identification of cointegrated systems in small samples : practical procedures with an application to UK wages and prices
Greenslade, Jennifer V. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726308
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Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract
Heaney, Richard A. - In: International journal of forecasting 18 (2002) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10001641600
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Monetary policies for open economics
Pierluigi, Beatrice - 2000
Persistent link: https://www.econbiz.de/10001619964