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Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684
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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329
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Testing deviations from purchasing power parity (PPP)
Aizenman, Joshua - 1984
Persistent link: https://www.econbiz.de/10001817632
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Nonrenewable resource prices : deterministic or stochastic trends?
Lee, Junsoo; List, John A.; Strazicich, Mark - 2005
Persistent link: https://www.econbiz.de/10003090623
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Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.; Sheppard, Kevin - 2001
Persistent link: https://www.econbiz.de/10001620854
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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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On the existence and interpretation of a "unit root" in US GNP
DeLong, James Bradford; Summers, Lawrence Henry - 1988
Persistent link: https://www.econbiz.de/10000756186
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Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin S.; Hansen, Lars Peter - 1987
Persistent link: https://www.econbiz.de/10000723788