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Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya (contributor) - 1993
Persistent link: https://www.econbiz.de/10000858585
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Testing for a long run relationship for trend and difference stationary series
Kugler, Peter; Schwendener, Peter - 1992
Persistent link: https://www.econbiz.de/10000859681
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Métodos cuantitativos para el análisis de la coyuntura económica
Espasa Terrades, Antoni (contributor);  … - 1993
Persistent link: https://www.econbiz.de/10000859705
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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The risk premium and exogenous shifts of risk in the Australian equity market
Brailsford, Timothy J. - 1992 - Preliminary draft
Persistent link: https://www.econbiz.de/10000861012
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Common trends and common cycles in Latin America
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000862856
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Cointegration and the long-run money demand function in high inflation countries
Choudhry, Taufiq - 1992
Persistent link: https://www.econbiz.de/10000863230
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257