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~subject:"Time series analysis"
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Time series analysis
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Banerjee, Anindya
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1
Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence
Banerjee, Anindya
;
Lumsdaine, Robin L.
;
Stock, James H.
-
1990
Persistent link: https://www.econbiz.de/10000803376
Saved in:
2
Looking for structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000910189
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3
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000951490
Saved in:
4
Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10000858585
Saved in:
5
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
6
Recursive and sequential tests of the unit-root and trend-break hypotheses : theory and international evidence
Banerjee, Anindya
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 271-287
Persistent link: https://www.econbiz.de/10001126538
Saved in:
7
Does futures trading destabilize cash prices? : Evidence for US live beef cattle
Weaver, Robert Delay
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 41-60
Persistent link: https://www.econbiz.de/10001128108
Saved in:
8
Dynamic specification and linear transformations of the autoregressive-distributed lag model
Banerjee, Anindya
- In:
Oxford bulletin of economics and statistics
52
(
1990
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001081616
Saved in:
9
The econometric analysis of economic policy
Banerjee, Anindya
;
Hendry, David F.
;
Mizon, Grayham E.
-
1996
Persistent link: https://www.econbiz.de/10000962175
Saved in:
10
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000618445
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