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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
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Some comments on risk
Granger, C. W. J. - In: Journal of applied econometrics 17 (2002) 5, pp. 447-456
Persistent link: https://www.econbiz.de/10001709310
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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
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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
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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