| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Cointegration Testing in Panels with Common Factors *
|
G engenbach, C hristian
|
|
2006
|
|
s1 |
p. 683-719
|
article
|
| 2 |
Convergence of Prices and Rates of Inflation *
|
B usetti, F abio
|
|
2006
|
|
s1 |
p. 863-877
|
article
|
| 3 |
Dickey–Fuller Type of Tests against Nonlinear Dynamic Models *
|
H e, C hangli
|
|
2006
|
|
s1 |
p. 835-861
|
article
|
| 4 |
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework *
|
C arriero, A ndrea
|
|
2006
|
|
s1 |
p. 879-899
|
article
|
| 5 |
Frontiers in Time Series Analysis: Introduction
|
B anerjee, A nindya
|
|
2006
|
|
s1 |
p. 679-682
|
article
|
| 6 |
Further Evidence on the Statistical Properties of Real GNP *
|
M ayoral, L aura
|
|
2006
|
|
s1 |
p. 901-920
|
article
|
| 7 |
How Stable is the Forecasting Performance of the Yield Curve for Output Growth? *
|
G iacomini, R affaella
|
|
2006
|
|
s1 |
p. 783-795
|
article
|
| 8 |
Simulation-based Finite Sample Linearity Test against Smooth Transition Models *
|
G onzález, A ndrés
|
|
2006
|
|
s1 |
p. 797-812
|
article
|
| 9 |
Testing for a Change in Persistence in the Presence of a Volatility Shift *
|
C avaliere, G iuseppe
|
|
2006
|
|
s1 |
p. 761-781
|
article
|
| 10 |
Testing for Multicointegration in Panel Data with Common Factors *
|
B erenguer-R ico, V anessa
|
|
2006
|
|
s1 |
p. 721-739
|
article
|
| 11 |
Testing for Parameter Stability in Dynamic Models across Frequencies *
|
C andelon, B ertrand
|
|
2006
|
|
s1 |
p. 741-760
|
article
|
| 12 |
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix *
|
P aruolo, P aolo
|
|
2006
|
|
s1 |
p. 921-948
|
article
|
| 13 |
Threshold Effects in Cointegrating Relationships *
|
G onzalo, J esús
|
|
2006
|
|
s1 |
p. 813-833
|
article
|
Journal description