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Direct Cointegration Testing in Error Correction Models.
Kleinbergen, F.R.; Van Dijk, H.K. - Econometrisch Instituut, Faculteit der Economische … - 1993
Persistent link: https://www.econbiz.de/10005660902
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On the Shape of the Likelyhood/Posterior in Cointegration Models.
Kleibergen, F.R.; Van Dijk, H.K. - Econometrisch Instituut, Faculteit der Economische … - 1993
Persistent link: https://www.econbiz.de/10005660908
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A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES.
SCHOTMAN, P.; VAN DIJK, H.K. - Econometrisch Instituut, Faculteit der Economische … - 1990
Persistent link: https://www.econbiz.de/10005625193
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Nonstationarity in Garch Models: A Bayesian Analysis.
Kleibergen, F.; Van Dijk, H.K. - Econometrisch Instituut, Faculteit der Economische … - 1992
Persistent link: https://www.econbiz.de/10005625219
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Estimating Pushing Trends and Public Equilibria.
Ooms, M.; Van Dijk, H.K. - Econometrisch Instituut, Faculteit der Economische … - 1992
Persistent link: https://www.econbiz.de/10005625249