Narrow search
Showing 1 - 9 of 9
Cover Image
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Cover Image
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
Cover Image
Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
Cover Image
Cointegration rank inference with stationary regressors in VAR models
Rahbek, Anders; Mosconi, Rocco - In: The econometrics journal 2 (1999) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
Cover Image
Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628-651
Persistent link: https://www.econbiz.de/10002463704
Cover Image
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Cover Image
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10009136254
Cover Image
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10007449954
Cover Image
Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628
Persistent link: https://www.econbiz.de/10007442923