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Regression models with data-based indicator variables
Hendry, David F.; Santos, Carlos - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 571-595
Persistent link: https://www.econbiz.de/10003142816
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Determination of cointegration rank in the presence of a linear trend
Johansen, Søren - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10001330268
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Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10002569944
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Regression Models with Data-based Indicator Variables link rid="fn1">*
Hendry, David F.; Santos, Carlos - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 571-596
Persistent link: https://www.econbiz.de/10006424277
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Regression Models with Data-based Indicator Variables
Hendry, David F.; Santos, Carlos - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 571-596
Persistent link: https://www.econbiz.de/10007291119
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Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model
Johansen, Søren - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10006422892
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Maximum likelihood estimation and inference on cointegration : with applications to the demand for money
Johansen, Søren - In: Oxford bulletin of economics and statistics 52 (1990) 2, pp. 169-210
Persistent link: https://www.econbiz.de/10001083726
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Econometric modelling with cointegrated variables : an overview
Hendry, David F. - In: Oxford bulletin of economics and statistics 48 (1986) 3, pp. 201-307
Persistent link: https://www.econbiz.de/10001267244
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Multi-step estimation for forecasting
Clements, Michael P. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
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The econometric analysis of economic policy
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 573-600
Persistent link: https://www.econbiz.de/10001334934