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Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech; Lifshits, Mikhail; Makarova, Svetlana - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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Does the labor-income process contain a unit root? : evidence from individual-specific time series
Gustavsson, Magnus; Österholm, Pär - In: Journal of economic dynamics & control 47 (2014), pp. 152-167
Persistent link: https://www.econbiz.de/10010485869
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Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
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Short-memory and the PPP hypothesis
El-Gamal, Mahmoud A.; Ryu, Deockhyun - In: Journal of economic dynamics & control 30 (2006) 3, pp. 361-391
Persistent link: https://www.econbiz.de/10003289308
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Near unit root small open economies
Seoane, Hernán D. - In: Journal of economic dynamics & control 53 (2015), pp. 37-46
Persistent link: https://www.econbiz.de/10011526840
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Rational bubbles : too many to be true?
Caravello, Tomas E.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of economic dynamics & control 151 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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Computing observation weights for signal extraction and filtering
Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096