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Time series, unit roots, and cointegration
Dhrymes, Phoebus J. - 1998
Persistent link: https://www.econbiz.de/10000647696
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Identification and estimation of structural VAR and MARMA models
Dhrymes, Phoebus J. - 1997
Persistent link: https://www.econbiz.de/10000972413
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A characterization of cointegration
Dhrymes, Phoebus J. - 1993
Persistent link: https://www.econbiz.de/10000925100
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A characterization of cointegration
Dhrymes, Phoebus J. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000909887
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On the meaning of certain cointegration tests
Dhrymes, Phoebus J. - 1994
Persistent link: https://www.econbiz.de/10000910028
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A conformity test for cointegration
Dhrymes, Phoebus J. - 1995
Persistent link: https://www.econbiz.de/10000937566
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The limiting distribution of the cointegration : test statistic in VAR(n) models
Dhrymes, Phoebus J. - 1995
Persistent link: https://www.econbiz.de/10000937568
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A characterization of cointegration
Dhrymes, Phoebus J. - 1995 - [Rev.]
Persistent link: https://www.econbiz.de/10000937569
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A conformity test for cointegration
Dhrymes, Phoebus J. - 1996 - [Rev.]
Persistent link: https://www.econbiz.de/10000937846
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A comparison of the forecasting performance of WEFA and ARIMA time series methods
Dhrymes, Phoebus J. - In: International journal of forecasting 4 (1988) 1, pp. 81-101
Persistent link: https://www.econbiz.de/10001041351