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Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration
Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000768991
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Impulse response analysis of co-integrated systems
Lütkepohl, Helmut; Reimers, Hans-Eggert - 1989
Persistent link: https://www.econbiz.de/10000769055
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - current vers.: Sept. 1989
Persistent link: https://www.econbiz.de/10000774341
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A cointegration approach to estimating preference parameters
Ōgaki, Masao; Park, Yoon Y. - 1989
Persistent link: https://www.econbiz.de/10000780051
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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Cointegration, error correction and the dynamics of Canadian M2 and M2+ demand
Jiwan, Aly F. - 1991
Persistent link: https://www.econbiz.de/10000818213
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Consumption, income, and cointegration : further analysis
Han, Hsiang-ling; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826505
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Testing for cointegration in the presence of moving average errors
Boschen, John Fink; Mills, Leonard Orion - 1988
Persistent link: https://www.econbiz.de/10000758510
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The full information maximum likelihood procedure for inference on cointegration : with applications
Johansen, Søren; Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000760157
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Cointegration and a test of the quantity theory of money
Mehra, Yash Pal - 1989
Persistent link: https://www.econbiz.de/10000766155