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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122504
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Global total least squares modelling of multivariable time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122512
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Periodic cointegration : representation and inference
Boswijk, H. P.; Franses, Philip H. - 1993
Persistent link: https://www.econbiz.de/10000122531
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Substitution between private and public consumption in Australia
Olekalns, Nilss - 1988
Persistent link: https://www.econbiz.de/10000123447
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - [2.] version
Persistent link: https://www.econbiz.de/10000124266
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On the econometric analysis of production when there are no output data
Mellander, Erik; Ysander, Bengt-Christer - 1989
Persistent link: https://www.econbiz.de/10000124527
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Imhof approximations to econometric estimators
Arellano, Manuel; Sargan, J. D. - 1988
Persistent link: https://www.econbiz.de/10000124583
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Orthogonality tests with de-trended data: interpreting Monte Carlo results using Nagar expansions
Banerjee, Anindya; Dolado, Juan; Galbraith, John W. - 1988
Persistent link: https://www.econbiz.de/10000124591
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000124649