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Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W. - 1998
Persistent link: https://www.econbiz.de/10000995966
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Band spectrum regression for cointegrated time series with long memory innovations
Marinucci, Domenico - 1998
Persistent link: https://www.econbiz.de/10000991074
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Wages and prices : a frequency domain feedback analysis
Mok, Pui Yim; Strong, Samuel M. - 1993
Persistent link: https://www.econbiz.de/10000928426
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A frequency domain reformulation of Hsiao's money-income model
Mok, Pui Yim; Strong, Samuel M. - 1993
Persistent link: https://www.econbiz.de/10000928601
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano - 2021
Persistent link: https://www.econbiz.de/10013175078