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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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Testing for trend
Busetti, Fabio; Harvey, Andrew C. - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - In: Econometric theory 14 (1998) 6, pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
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TESTING FOR TREND
Busetti, Fabio; Harvey, Andrew; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10007896793
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THE REAL PART OF A COMPLEX ARMA PROCESS
Bailey, Ralph W.; Bell, E.T.; Brockwell, P.J.; Davis, R.A. - In: Econometric theory 23 (2007) 3, pp. 537-545
Persistent link: https://www.econbiz.de/10007718225
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ARTICLES - Tests of Common Stochastic Trends
Nyblom, Jukka; Harvey, Andrew - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10006984136