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Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions
Harrison, Robin; Smith, Aaron - 1994
Persistent link: https://www.econbiz.de/10000898327
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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Preliminary-test estimation in a dynamic linear model
Giles, David E. A.; Cunneen, Matthew C. - 1993
Persistent link: https://www.econbiz.de/10000855179
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000855228
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The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Kugler, Peter - 1992
Persistent link: https://www.econbiz.de/10000856746
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Charity donations in the UK : pooled cross-sectional, time-series estimations
Khanna, Jyoti; Posnett, John W.; Sandler, Todd - 1992
Persistent link: https://www.econbiz.de/10000857601
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The economics of structural change
Chu, Chia-shang James - 1990
Persistent link: https://www.econbiz.de/10000857758
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Applications of cointegration to some problems of aggregation
Ghose, Devajyoti - 1990
Persistent link: https://www.econbiz.de/10000857810