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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
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Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron - In: The journal of economic methodology 6 (1999) 2, pp. 239-258
Persistent link: https://www.econbiz.de/10001428835
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Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron - 2000
Persistent link: https://www.econbiz.de/10001542801
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Modelling economies in transition : an introduction
Hall, Stephen G.; Mizon, Grayham E.; Welfe, Aleksander - 1999
Persistent link: https://www.econbiz.de/10001476514
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Kointegrationskonzepte für die Kreditrisikomodellierung : systematische Kreditrisiken und makroökonomische Theorienbildung
Wagatha, Matthias - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002509311
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Testing the nominal-to-real transformation
Kongsted, Hans Christian - In: Journal of econometrics 124 (2005) 2, pp. 205-225
Persistent link: https://www.econbiz.de/10002515533
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An invariance property of the common trands under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688532
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021
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Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515