-
1
-
-
0030299451
-
Common cycles in seasonally cointegrated time series
-
Ahn S.K. Common cycles in seasonally cointegrated time series. Economics Letters. 53:1997;261-264.
-
(1997)
Economics Letters
, vol.53
, pp. 261-264
-
-
Ahn, S.K.1
-
5
-
-
0001104309
-
Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK
-
Oxford University Press
-
Ericsson, N., Hendry, D.F., Tran, H., 1994. Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK, in Nonstationary Time Series Analysis and Cointegration, Oxford University Press.
-
(1994)
In Nonstationary Time Series Analysis and Cointegration
-
-
Ericsson, N.1
Hendry, D.F.2
Tran, H.3
-
6
-
-
9144241857
-
Recent advances in modelling seasonality
-
Franses Ph.H. Recent advances in modelling seasonality. Journal of Economic Surveys. 10(3):1996;299-345.
-
(1996)
Journal of Economic Surveys.
, vol.10
, Issue.3
, pp. 299-345
-
-
Franses, Ph.h.1
-
7
-
-
0040458839
-
On the (mis)specification of seasonality and its consequences: An empirical investigation with US data
-
Ghysels E., Lee H.S., Siklos P. On the (mis)specification of seasonality and its consequences: An empirical investigation with US data. Empirical Economics. 18(4):1993;191-204.
-
(1993)
Empirical Economics
, vol.18
, Issue.4
, pp. 191-204
-
-
Ghysels, E.1
Lee, H.S.2
Siklos, P.3
-
8
-
-
0002340768
-
The effect of seasonal adjustment filters on tests for a unit root
-
Ghysels E., Perron P. The effect of seasonal adjustment filters on tests for a unit root. Journal of Econometrics. 55:1993;57-98.
-
(1993)
Journal of Econometrics
, vol.55
, pp. 57-98
-
-
Ghysels, E.1
Perron, P.2
-
9
-
-
0005813787
-
Séries codépendantes: application a l'hypothèse de parité du pouvoir d'achat in Macroéconomie, développements récents
-
Gouriéroux, C., Peaucelle, I., 1993. Séries codépendantes: application a l'hypothèse de parité du pouvoir d'achat, in Macroéconomie, développements récents, Economica, pp. 285-306.
-
(1993)
Economica
, pp. 285-306
-
-
Gouriéroux, C.1
Peaucelle, I.2
-
10
-
-
0031518892
-
Cointegration and changes in regime: The Japanese consumption function
-
Hall S., Psaradakis Z., Sola M. Cointegration and changes in regime: The Japanese consumption function. Journal of Applied Econometrics. 12:1997;151-168.
-
(1997)
Journal of Applied Econometrics
, vol.12
, pp. 151-168
-
-
Hall, S.1
Psaradakis, Z.2
Sola, M.3
-
11
-
-
0005891270
-
-
Maastricht University RM/97/031
-
Hecq, A., Palm, F.C., Urbain, J.P., 1997. Testing for Common Cycles in VAR Models with Cointegration, Maastricht University RM/97/031.
-
(1997)
Testing for Common Cycles in VAR Models with Cointegration
-
-
Hecq, A.1
Palm, F.C.2
Urbain, J.P.3
-
15
-
-
0040458846
-
Use and (mostly) Abuse of Time Series Techniques in Economic Analysis
-
Lisboa
-
Maravall, A., 1997. Use and (mostly) Abuse of Time Series Techniques in Economic Analysis, paper presented at the 5th CEMAPRE Conference, Lisboa.
-
(1997)
Paper Presented at the 5th CEMAPRE Conference
-
-
Maravall, A.1
-
19
-
-
0000616445
-
Reduced rank models for multivariate time series
-
Velu R.P., Reinsel G.C., Wichern D.W. Reduced rank models for multivariate time series. Biometrika. 73:1986;105-118.
-
(1986)
Biometrika
, vol.73
, pp. 105-118
-
-
Velu, R.P.1
Reinsel, G.C.2
Wichern, D.W.3
|