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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil - 2014
Persistent link: https://www.econbiz.de/10010412522
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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003633757
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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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On interest rate dynamics and change in persistence
Scheithauer, Jan - 2008
Persistent link: https://www.econbiz.de/10003796790
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Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea - 2009
Persistent link: https://www.econbiz.de/10003986597
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Three essays on challenges in international trade and finance
Lindenberg, Nannette - 2011
Persistent link: https://www.econbiz.de/10009554661