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~institution:"Universidad Carlos III de Madrid / Departamento de Estadística y Econometría"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of economic theory"
~isPartOf:"Working papers"
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University of Melbourne / Department of Economics
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Conference in Honor of Trumen F. Bewley on Incompleteness and Uncertainty in Economics <2009, Austin, Tex.>
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A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
Mármol, Francesc
;
Escribano, Álvaro
;
Aparicio, Felipe M.
-
1999
Persistent link: https://www.econbiz.de/10001362049
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2
Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001362047
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3
Outliers in multivariate time series
Tsay, Ruey S.
;
Peña, Daniel
;
Pankratz, Alan E.
-
1998
Persistent link: https://www.econbiz.de/10001362038
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