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Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000565130
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003633757
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Fractional cointegration
Chen, Willa W.; Hurvich, Clifford M. - In: Handbook of financial time series, (pp. 709-726). 2009
Persistent link: https://www.econbiz.de/10003834216
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On interest rate dynamics and change in persistence
Scheithauer, Jan - 2008
Persistent link: https://www.econbiz.de/10003796790
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Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
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A cointegration test to verify the housing bubble
Arshanapalli, Bala Gangadhar; Nelson, William - In: The international journal of business and finance … 2 (2008) 2, pp. 35-43
Persistent link: https://www.econbiz.de/10003951986
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A test for the export-led growth hypothesis in possible integrated vector autoregressions
Huang, Tai-hsin; Wang, Mei-hui - In: Applied economics letters 14 (2007) 13/15, pp. 999-1003
Persistent link: https://www.econbiz.de/10003606724
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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Multiple local whittle estimation in stationary systems
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563503