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SEASONAL INTEGRATION AND COINT...
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19
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RePEc
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SEASONAL, INTEGRATION AND COINTEGRATION.
HYLLEBERG, S.
;
ENGLE, R.F.
;
GRANGER, C.W.J.
;
YOO, B.S.
-
Department of Economics, Pennsylvania State University
-
1988
Persistent link: https://www.econbiz.de/10005664197
Saved in:
2
COINTEGRATED ECONOMIC TIME SERIES: A SURVEY WITH NEW RESULTS.
ENGLE, R.F.
;
YOO, B.S.
-
Department of Economics, Pennsylvania State University
-
1989
Persistent link: https://www.econbiz.de/10005664175
Saved in:
3
FISCAL TRENDS AND RESL BUSINESS CYCLES.
AHMED, S.
;
YOO, B.S.
-
Department of Economics, Pennsylvania State University
-
1989
Persistent link: https://www.econbiz.de/10005631514
Saved in:
4
Fiscal Trends in Real Economic Aggregates.
Ahmend, S.
;
Yoo, B.S.
-
Department of Economics, Pennsylvania State University
-
1993
Persistent link: https://www.econbiz.de/10005478676
Saved in:
5
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás
;
Osborn, Denise R.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
Saved in:
6
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun
;
Perron, Pierre
;
Ahn, S.K.
;
Reinsel, G.C.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
Saved in:
7
Further Developments in the Study of Cointegrated Variables.
Granger, C.W.J.
;
Swanson, N.
-
Department of Economics, Pennsylvania State University
-
1995
Persistent link: https://www.econbiz.de/10005631430
Saved in:
8
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions.
Swanson, N.R.
;
Granger, C.W.J.
-
Department of Economics, Pennsylvania State University
-
1994
Persistent link: https://www.econbiz.de/10005631480
Saved in:
9
Long-Run Economic Relationships: Readings in Cointegration
Engle, R.F.
;
Granger, C.W.J.
;
Jansen, Dennis W.
- In:
Southern economic journal
59
(
1993
)
3
,
pp. 548
Persistent link: https://www.econbiz.de/10006689736
Saved in:
10
Seasonal cointegration: The Japanese consumption function
Engle, R.F.
;
Granger, C.W.J.
;
Hylleberg, S.
;
Lee, H.S.
- In:
Journal of econometrics
55
(
1993
)
1-2
,
pp. 275-298
Persistent link: https://www.econbiz.de/10006805327
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