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A dispersion-dependency diagnostic test for aggregation error : with applications to monetary economics and income distribution
Barnett, William A., (2000)
Shackle on equilibrium : a critique
Mongiovi, Gary, (2000)
Introduction to sensitivity analysis of conditional forecasting, a variance based application to econometrics
Girardi, Riccardo, (2000)
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B., (1998)
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B., (1999)
Impulse response and forecast error variance asymptotics in nonstationary VARs