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The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607
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Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10001410603
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Analyse kointegrierter Modelle
Kurz-Kim, Jeong-Ryeol - 1994
Persistent link: https://www.econbiz.de/10013381525
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The common trend and the cross-section of expected returns
Kurz-Kim, Jeong-Ryeol - In: Applied financial economics letters 1 (2005) 5, pp. 269-271
Persistent link: https://www.econbiz.de/10003118545
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Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol; Mittnik, Stefan; Račev, Svetlozar T. - 1996
Persistent link: https://www.econbiz.de/10000955840
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Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - In: Empirical economics : a journal of the Institute for … 21 (1996) 4, pp. 601-616
Persistent link: https://www.econbiz.de/10001209910
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Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 131-143
Persistent link: https://www.econbiz.de/10001769628