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Testing for multicointegration
Engsted, T.; Gonzalo, J.; Haldrup, N. - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10006790738
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The monetary model of the exchange rate under hyperinflation : new encouraging evidence
Engsted, Tom - In: Economics letters 51 (1996) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10001199686
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Specification via model selection in vector error correction models
Gonzalo, Jesús - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10001251671
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P-Values for non-standard distributions with an application to the DF test
Adda, Jérôme - In: Economics letters 50 (1996) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001194697
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A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels - In: Economics letters 48 (1995) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10001184874
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Cross-sectional consumption-based asset pricing : a reappraisal
Engsted, Tom; Møller, Stig Vinther - In: Economics letters 132 (2015), pp. 101-104
Persistent link: https://www.econbiz.de/10011431410
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P-Values for non-standard distributions with an application to the DF test
Adda, J.; Gonzalo, J. - In: Economics letters 50 (1996) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10006794414
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A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
Haldrup, N.; Hylleberg, S. - In: Economics letters 48 (1995) 3-4, pp. 221-228
Persistent link: https://www.econbiz.de/10006798278
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The monetary model of the exchange rate under hyperinflation: New encouraging evidence
Engsted, T. - In: Economics letters 51 (1996) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10006793951