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Some tests for parameter constancy in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - In: The econometrics journal 2 (1999) 2, pp. 306-333
Persistent link: https://www.econbiz.de/10001515457
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Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren; Mosconi, Rocco; Nielsen, Bent - In: The econometrics journal 3 (2000) 2, pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10007442933
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More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
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Forecasting with difference-stationary and trend-stationary models
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 4 (2001) 1, pp. S1-S19
Persistent link: https://www.econbiz.de/10001612231
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Modelling methodology and forecast failure
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 5 (2002) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10001713295
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Pooling of forecasts
Hendry, David F.; Clements, Michael P. - In: The econometrics journal 7 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002121930