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Yet another look at two classical time series
Andersen, A. P.; Lomb, N. R. - In: Analysing time series : proceedings of the …, (pp. 5-20). 1980
Persistent link: https://www.econbiz.de/10001830902
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A new look at the relationship between time-series and structural econometric models
Anderson, Richard G. - In: Journal of econometrics 23 (1983) 2, pp. 235-251
Persistent link: https://www.econbiz.de/10001835676
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Futures market efficiency : evidence from cointegration tests
Chowdhury, Abdur R. - In: The journal of futures markets 11 (1991) 5, pp. 577-589
Persistent link: https://www.econbiz.de/10001110893
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Interpreting cointegrated models
Campbell, John Y. - 1988
Persistent link: https://www.econbiz.de/10001269081
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995 - Rev
Persistent link: https://www.econbiz.de/10000931591
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A conformity test for cointegration
Dhrymes, Phoebus J. - 1995
Persistent link: https://www.econbiz.de/10000937566
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A conformity test for cointegration
Dhrymes, Phoebus J. - 1996 - [Rev.]
Persistent link: https://www.econbiz.de/10000937846
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ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000899195
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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
Dubbelman, C.; Abrahamse, A. P. J.; Louter, A. S. - 1976
Persistent link: https://www.econbiz.de/10001566137
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Rissanen's theorem and econometric time series
Ploberger, Werner; Phillips, Peter C. B. - In: Simplicity, inference and modeling : keeping it …, (pp. 165-180). 2001
Persistent link: https://www.econbiz.de/10001651909