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ECONIS (ZBW)
152
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1
The effect of varying length VAR models on the maximum likelihood estimates of cointegrating vectors
Hall, Stephen G.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
4
,
pp. 317-323
Persistent link: https://www.econbiz.de/10001114980
Saved in:
2
Maximum likelihood estimation of cointegration vectors : an example of the Johansen procedure
Hall, Stephen G.
- In:
Oxford bulletin of economics and statistics
51
(
1989
)
2
,
pp. 213-218
Persistent link: https://www.econbiz.de/10001066635
Saved in:
3
Rationality and Siegel's paradox, the importance of coherency in expectations
Hall, Stephen G.
- In:
Applied economics
20
(
1988
)
11
,
pp. 1533-1540
Persistent link: https://www.econbiz.de/10001057306
Saved in:
4
Macroeconomic and a bit more reality
Hall, Stephen G.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
431
,
pp. 974-988
Persistent link: https://www.econbiz.de/10001333325
Saved in:
5
Modelling economic policy responses
Hall, Stephen G.
-
1997
Persistent link: https://www.econbiz.de/10000956137
Saved in:
6
Modelling structural change using the Kalman filter
Hall, Stephen G.
- In:
Economics of planning : an international journal …
26
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001139830
Saved in:
7
Modelling structural change using the Kalman filter
Hall, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000137101
Saved in:
8
The treatment of expectations effects in large-scale models
Hall, Stephen G.
;
Garratt, Anthony
- In:
LINK proceedings, 1991, 1992 : selected papers from …
,
(pp. 247-275)
.
1998
Persistent link: https://www.econbiz.de/10001503302
Saved in:
9
A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence
Hall, Stephen G.
;
Lazarová, Stěpána
;
Urga, Giovanni
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 749-767
Persistent link: https://www.econbiz.de/10001437556
Saved in:
10
A consistent approach to modelling dynamic factor demands
Hall, Stephen G.
;
Nixon, James
-
1999
Persistent link: https://www.econbiz.de/10001428452
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