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Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000918740
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Looking for structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000910189
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000980116
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Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1996
Persistent link: https://www.econbiz.de/10000951490
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Money demand under regime shifts : an analysis of the M1 aggregate for Argentina 1900 - 1992
Urga, Giovanni; Winograd, Carlos D. - 1997
Persistent link: https://www.econbiz.de/10000952835
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Hausman tests for seasonal unit roots in presence of MA (1) errors
Aroca, Patricio; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000995000
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Testing for evolving stock market efficiency : with an application to Russian stock prices
Hall, Stephen G.; Urga, Giovanni; Zalewska-Mitura, Anna - 1998
Persistent link: https://www.econbiz.de/10000985424
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000986989
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Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10001353935
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Test di integrazione e analisi di cointegrazione : una rassegna della letteratura e un'applicazione
Bodo, Giorgio - In: Ricerche economiche 44 (1990) 4, pp. 389-436
Persistent link: https://www.econbiz.de/10001129208