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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / Department of Economics, University of Aarhus"
~person:"Haldrup, Niels"
~person:"Tauchen, George Eugene"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Economics, University of Aarhus
Journal of econometrics
10
ERID working paper
4
CREATES research paper
3
Econometrics : open access journal
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Memo / Økonomisk Institut, Aarhus Universitet
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ECONIS (ZBW)
7
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1
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
3
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
4
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000971710
Saved in:
5
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1996
Persistent link: https://www.econbiz.de/10000927678
Saved in:
6
Semiparametric tests for double unit roots
Haldrup, Niels
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001167025
Saved in:
7
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
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