Narrow search
Showing 1 - 10 of 102
Cover Image
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10008826871
Cover Image
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
Cover Image
On the design of experiments when data are collected by passive observation
Jusélius, Katarina - In: A spectrum of statistical thought : essays in …, (pp. 85-111). 1991
Persistent link: https://www.econbiz.de/10001311800
Cover Image
VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Jusélius, Katarina - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 595-622
Persistent link: https://www.econbiz.de/10001331528
Cover Image
On the duality between long-run relations and common trends in the I(1) versus I(2) model : an application to aggregate money holdings
Jusélius, Katarina - In: Econometric reviews 13 (1994) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10001163117
Cover Image
Seasonality in dynamic regression models : an application to the aggregate demand for beverages
Jusélius, Katarina - 1983
Persistent link: https://www.econbiz.de/10002151053
Cover Image
A cointegrated VAR analysis of stock price models : fundamentals, psychology and structural change
Mangee, Nicholas; Goldberg, Michael D. - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 352-368
Persistent link: https://www.econbiz.de/10012312339
Cover Image
Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1998
Persistent link: https://www.econbiz.de/10000993120