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Results: 1-4 |
Results: 4
UNIT ROOTS IN THE NELSON-PLOSSER DATA - DO THEY MATTER FOR FORECASTING
Authors: FRANSES PH KLEIBERGEN F
Citation: Ph. Franses et F. Kleibergen, UNIT ROOTS IN THE NELSON-PLOSSER DATA - DO THEY MATTER FOR FORECASTING, International journal of forecasting, 12(2), 1996, pp. 283-288
DIRECT COINTEGRATION TESTING IN ERROR-CORRECTION MODELS
Authors: KLEIBERGEN F VANDIJK HK
Citation: F. Kleibergen et Hk. Vandijk, DIRECT COINTEGRATION TESTING IN ERROR-CORRECTION MODELS, Journal of econometrics, 63(1), 1994, pp. 61-103
ON THE SHAPE OF THE LIKELIHOOD POSTERIOR IN COINTEGRATION MODELS
Authors: KLEIBERGEN F VANDIJK HK
Citation: F. Kleibergen et Hk. Vandijk, ON THE SHAPE OF THE LIKELIHOOD POSTERIOR IN COINTEGRATION MODELS, Econometric theory, 10(3-4), 1994, pp. 514-551
NON-STATIONARITY IN GARCH MODELS - A BAYESIAN-ANALYSIS
Authors: KLEIBERGEN F VANDIJK HK
Citation: F. Kleibergen et Hk. Vandijk, NON-STATIONARITY IN GARCH MODELS - A BAYESIAN-ANALYSIS, Journal of applied econometrics, 8, 1993, pp. 190000041-190000061
Risultati: 1-4 |