Narrow search
Showing 1 - 10 of 190
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
Cover Image
Output and inflation in the long run
Ericsson, Neil R.; Irons, John S.; Tryon, Ralph W. - In: Journal of applied econometrics 16 (2001) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001591876
Cover Image
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Cover Image
Testing for cointegration using the Johansen approach : are we using the correct critical values?
Turner, Paul - In: Journal of applied econometrics 24 (2009) 5, pp. 825-831
Persistent link: https://www.econbiz.de/10003932170
Cover Image
Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
Cover Image
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - In: Journal of applied econometrics 28 (2013) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Cover Image
The demand for money at the zero interest rate bound
Watanabe, Tsutomu; Tomoyoshi, Yabu - In: Journal of applied econometrics 38 (2023) 6, pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Cover Image
ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis; Tzeremes, Nickolaos G. - In: Journal of applied econometrics 37 (2022) 5, pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
Cover Image
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633