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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - 2002
Persistent link: https://www.econbiz.de/10001721445
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Measures of fit for rational expectations models : a survey
Engsted, Tom - 1999
Persistent link: https://www.econbiz.de/10001453888
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Measuring noise in the permanent income hypothesis
Engsted, Tom - 2000
Persistent link: https://www.econbiz.de/10001493815
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Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom - 1997 - rev
Persistent link: https://www.econbiz.de/10000970101
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The Danish equity premium
Engsted, Tom - 1998
Persistent link: https://www.econbiz.de/10000981752
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Aktiemarkedet
Engsted, Tom - 2002
Persistent link: https://www.econbiz.de/10001708316
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Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom - 2002
Persistent link: https://www.econbiz.de/10001683208
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2019
Persistent link: https://www.econbiz.de/10012100557