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Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 200 (2017) 1, pp. 118-134

Persistent link: https://www.econbiz.de/10011897706

Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311

Persistent link: https://www.econbiz.de/10012618836

Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - In: Journal of econometrics 229 (2022) 1, pp. 55-79

Persistent link: https://www.econbiz.de/10013441830

Johansen, Søren; Lange, Theis - In: Journal of econometrics 177 (2013) 2, pp. 285-288

Persistent link: https://www.econbiz.de/10010255147

Yamamoto, Yohei; Tanaka, Shinya - In: Journal of econometrics 189 (2015) 1, pp. 187-206

Persistent link: https://www.econbiz.de/10011502515

Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - In: Journal of econometrics 218 (2020) 2, pp. 714-735

Persistent link: https://www.econbiz.de/10012483178

Blasques, Francisco; Koopman, Siem Jan; Nientker, Marc - In: Journal of econometrics 227 (2022) 1, pp. 65-84

Persistent link: https://www.econbiz.de/10013441623

Bai, ChongEn; Li, Qi; Ouyang, Min - In: Journal of econometrics 180 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010379491

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of econometrics 158 (2010) 1, pp. 160-173

Persistent link: https://www.econbiz.de/10008826865

Du, Zaichao; Zhang, Lin - In: Journal of econometrics 188 (2015) 2, pp. 558-568

Persistent link: https://www.econbiz.de/10011503723