Narrow search
Showing 1 - 5 of 5
Cover Image
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
Granger, C. W. J. - In: Journal of applied econometrics 4 (1989), pp. 1-179
Persistent link: https://www.econbiz.de/10001273575
Cover Image
Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: Journal of applied econometrics 23 (2008) 5, pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
Cover Image
Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
Cover Image
Long-range dependence in Spanish political opinion poll series
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: Journal of applied econometrics 18 (2003) 2, pp. 137-155
Persistent link: https://www.econbiz.de/10001754932
Cover Image
Jumps in cross-sectional rank and expected returns: a mixture model
González-Rivera, Gloria; Lee, Tae-Hwy; Mishra, Santosh - In: Journal of applied econometrics 23 (2008) 5, pp. 585-606
Persistent link: https://www.econbiz.de/10008092823