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Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun - In: The review of economics and statistics 78 (1996) 4, pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
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What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
Luengo-Prado, María José; Sørensen, Bent E. - In: The review of economics and statistics 90 (2008) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10007909466
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Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations
Ho, Mun S.; Sørensen, Bent E. - In: The review of economics and statistics 78 (1996) 4, pp. 726-732
Persistent link: https://www.econbiz.de/10007319096
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Why does capital flow to rich states?
Kalemli-Ozcan, Sebnem; Reshef, Ariell; Sørensen, Bent E.; … - In: The review of economics and statistics 92 (2010) 4, pp. 769-783
Persistent link: https://www.econbiz.de/10008746498
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What can explain excess smootheness and sensitivity of state-level consumption?
Luengo-Prado, Maria José; Sørensen, Bent E. - In: The review of economics and statistics 90 (2008) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10003688410
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Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10007861554
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164