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Results: 1-11 |
Results: 11
REPRESENTATIONS OF I(2) COINTEGRATED SYSTEMS USING THE SMITH-MCMILLANFORM
Authors: HALDRUP N SALMON M
Citation: N. Haldrup et M. Salmon, REPRESENTATIONS OF I(2) COINTEGRATED SYSTEMS USING THE SMITH-MCMILLANFORM, Journal of econometrics, 84(2), 1998, pp. 303-325
SEPARATION IN COINTEGRATED SYSTEMS AND PERSISTENT-TRANSITORY DECOMPOSITIONS
Authors: GRANGER CWJ HALDRUP N
Citation: Cwj. Granger et N. Haldrup, SEPARATION IN COINTEGRATED SYSTEMS AND PERSISTENT-TRANSITORY DECOMPOSITIONS, Oxford bulletin of economics and statistics, 59(4), 1997, pp. 449
MULTIPLE-UNIT ROOTS IN PERIODIC AUTOREGRESSION
Authors: BOSWIJK HP FRANSES PH HALDRUP N
Citation: Hp. Boswijk et al., MULTIPLE-UNIT ROOTS IN PERIODIC AUTOREGRESSION, Journal of econometrics, 80(1), 1997, pp. 167-193
TESTING FOR MULTICOINTEGRATION
Authors: ENGSTED T GONZALO J HALDRUP N
Citation: T. Engsted et al., TESTING FOR MULTICOINTEGRATION, Economics letters, 56(3), 1997, pp. 259-266
MONEY DEMAND, ADJUSTMENT COSTS, AND FORWARD-LOOKING BEHAVIOR
Authors: ENGSTED T HALDRUP N
Citation: T. Engsted et N. Haldrup, MONEY DEMAND, ADJUSTMENT COSTS, AND FORWARD-LOOKING BEHAVIOR, Journal of policy modeling, 19(2), 1997, pp. 153-173
MIRROR-IMAGE DISTRIBUTIONS AND THE DICKEY-FULLER REGRESSION WITH A MAINTAINED TREND
Authors: HALDRUP N
Citation: N. Haldrup, MIRROR-IMAGE DISTRIBUTIONS AND THE DICKEY-FULLER REGRESSION WITH A MAINTAINED TREND, Journal of econometrics, 72(1-2), 1996, pp. 301-312
A NOTE ON THE DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR OF A RANDOM-WALK WITH DRIFT - SOME ANALYTICAL EVIDENCE
Authors: HALDRUP N HYLLEBERG S
Citation: N. Haldrup et S. Hylleberg, A NOTE ON THE DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR OF A RANDOM-WALK WITH DRIFT - SOME ANALYTICAL EVIDENCE, Economics letters, 48(3-4), 1995, pp. 221-228
THE LINEAR-QUADRATIC ADJUSTMENT COST MODEL AND THE DEMAND FOR LABOR
Authors: ENGSTED T HALDRUP N
Citation: T. Engsted et N. Haldrup, THE LINEAR-QUADRATIC ADJUSTMENT COST MODEL AND THE DEMAND FOR LABOR, Journal of applied econometrics, 9, 1994, pp. 145-159
THE EFFECTS OF ADDITIVE OUTLIERS ON TESTS FOR UNIT ROOTS AND COINTEGRATION
Authors: FRANSES PH HALDRUP N
Citation: Ph. Franses et N. Haldrup, THE EFFECTS OF ADDITIVE OUTLIERS ON TESTS FOR UNIT ROOTS AND COINTEGRATION, Journal of business & economic statistics, 12(4), 1994, pp. 471-478
SEMIPARAMETRIC TESTS FOR DOUBLE UNIT ROOTS
Authors: HALDRUP N
Citation: N. Haldrup, SEMIPARAMETRIC TESTS FOR DOUBLE UNIT ROOTS, Journal of business & economic statistics, 12(1), 1994, pp. 109-122
THE ASYMPTOTICS OF SINGLE-EQUATION COINTEGRATION REGRESSIONS WITH I(1) AND I(2) VARIABLES
Authors: HALDRUP N
Citation: N. Haldrup, THE ASYMPTOTICS OF SINGLE-EQUATION COINTEGRATION REGRESSIONS WITH I(1) AND I(2) VARIABLES, Journal of econometrics, 63(1), 1994, pp. 153-181
Risultati: 1-11 |