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Estimating the equity premium
Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
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Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
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Developments in the study of cointegrated economic variables
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 48 (1986) 3, pp. 201-307
Persistent link: https://www.econbiz.de/10001267243
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Estimation, inference and specification analysis
White, Halbert - 1994 - 1. publ.
Persistent link: https://www.econbiz.de/10000339922
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Tests de spécification dans les modèles dynamiques
White, Halbert - In: Annales de l'INSEE 59 (1985), pp. 1-278
Persistent link: https://www.econbiz.de/10001266394
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Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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An introduction to bilinear time series models
Granger, C. W. J.; Andersen, Allan Paul - 1978
Persistent link: https://www.econbiz.de/10000063899
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000927680
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930724
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121