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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun; Perron, Pierre; Ahn, S.K.; Reinsel, G.C.; … - In: Econometric theory 23 (2007) 4, pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James; Hashimzade, Nigar; Beran, J.; … - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
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DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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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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USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Magnus, Jan R.; Vasnev, Andrey L.; Barrett, W.B.; … - In: Econometric theory 24 (2008) 2, pp. 553-580
Persistent link: https://www.econbiz.de/10007912719
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A dialogue concerning a new instrument for econometric modeling
Granger, C. W. J.; Hendry, David F. - In: Econometric theory 21 (2005) 1, pp. 278-297
Persistent link: https://www.econbiz.de/10002674738
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Comments on the 20th anniversary issue of Econometric theory
Granger, C. W. J. - In: Econometric theory 21 (2005) 1, pp. 298
Persistent link: https://www.econbiz.de/10002674748
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The research interests of Paul Newbold
Granger, C. W. J.; Leybourne, Stephen James - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380