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Econometric tests of rationality and market efficiency
Baillie, Richard
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Econometric reviews
8
(
1989
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
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Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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