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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 68 (2006), pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
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Multicointegration in Stock-flow Models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10006460449
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Separation in Cointegrated Systems and Persistent Transitory Decompositions
Granger, Clive W.J.; Haldrup, Niels - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 449-464
Persistent link: https://www.econbiz.de/10006471479
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Guest Editors' Introduction: Model Selection and Evaluation in Econometrics
Haldrup, Niels; Hendry, David F.; Dijk, Herman K. - In: Oxford bulletin of economics and statistics 65 (2003), pp. 681-688
Persistent link: https://www.econbiz.de/10006431529