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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Vector autoregressions and causality
Toda, Hiro Y. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
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Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
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Temporal aggregation of GARCH processes
Drost, Feike C. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
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Endogenous price fluctuations in an optimizing model of a monetary economy
Matsuyama, Kiminori - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1617-1631
Persistent link: https://www.econbiz.de/10001115934
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Inventories and money holdings in a search economy
Diamond, Peter A. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 929-950
Persistent link: https://www.econbiz.de/10001091333
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Aggregation and optimization with state-dependent pricing
Caplin, Andrew - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 601-625
Persistent link: https://www.econbiz.de/10001221202
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A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1711-1750
Persistent link: https://www.econbiz.de/10003943413
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853