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Forecasting with Bayesian vector autoregressions : 5 years of experience
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10001007486
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Testing for noninvertible models with applications
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
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Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001126531
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Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
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A direct test for changing trend
Chu, Chia-shang James - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 289-299
Persistent link: https://www.econbiz.de/10001126536
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Searching for a break in GNP
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 237-250
Persistent link: https://www.econbiz.de/10001126540
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The distribution of stock returns : new evidence against the stable model
Lau, Amy Hing-ling - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 217-223
Persistent link: https://www.econbiz.de/10001086687
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Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001086822