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Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong, (1997)
Principal components monetary aggregates, output, the price level, the interest rate and cointegration : an experiment for the UK ; 1977 - 1994
Ford, James L., (1995)
The P* model : an application to USA, Germany and Japan
Lanzeni, María L., (1995)
Empirical analysis of time series : illustrations with simulated data
Mizon, Grayham E., (1993)
[Rezension von: Handbook of econometrics, ed. by Zvi Griliches ..]
Mizon, Grayham E., (1985)
The role of econometric modelling in economic analysis
Mizon, Grayham E., (1989)