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The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren - In: Econometric reviews 13 (1994) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1/3, pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1, pp. 121-145
Persistent link: https://www.econbiz.de/10008160776
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On the interactions of unit roots and exogeneity
Hendry, David F. - In: Econometric reviews 14 (1995) 4, pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - In: Econometric reviews 36 (2017) 6/9, pp. 568-587
Persistent link: https://www.econbiz.de/10011795283