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person:"Kapetanios, George"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Härdle, Wolfgang"
~person:"Johansen, Søren"
~person:"Perron, Pierre"
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Kapetanios, George
Härdle, Wolfgang
Johansen, Søren
Perron, Pierre
Gil-Alaña, Luis A.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
SFB 649 discussion paper
24
Discussion papers / Department of Economics, University of Copenhagen
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CREATES research paper
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Journal of econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometric theory
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Econometric Research Program research memorandum
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic time series with random walk and other nonstationary components
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Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
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2
A note on Johansen's cointegration procedure when trends are present
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
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3
The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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