Narrow search
Showing 1 - 10 of 75
Cover Image
Multicointegration and present value relations
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000915773
Cover Image
Testing for multicointegration
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000956058
Cover Image
Money demand, expectations, and the forward-looking model : a comment
Engsted, Tom; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000879587
Cover Image
Money demand, adjustment costs, and forward-looking behavior
Engsted, Tom - In: Journal of policy modeling : JPMOD ; a social science … 19 (1997) 2, pp. 153-173
Persistent link: https://www.econbiz.de/10001216046
Cover Image
Testing quadratic adjustment cost models within a cointegrated VAR
Engsted, Tom; Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000845224
Cover Image
The making of "estimation of common long-memory components in cointegrated systems"
Gonzalo, Jesús - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 174-176
Persistent link: https://www.econbiz.de/10008652239
Cover Image
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - In: Statistical papers 35 (1994) 4, pp. 287-307
Persistent link: https://www.econbiz.de/10001173330
Cover Image
Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of econometrics 72 (1996) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10001198014
Cover Image
Estimation of fractional integration in the presence of data noise
Haldrup, Niels (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776942
Cover Image
A review of the econometric analysis of I(2) variables
Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000968675