nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A note on minimum mean squared error estimation of signals with unit roots
|
Maravall, Agustin |
|
1988 |
12 |
2-3 |
p. 589-593 5 p. |
artikel |
2 |
Bayesian skepticism on unit root econometrics
|
Sims, Christopher A. |
|
1988 |
12 |
2-3 |
p. 463-474 12 p. |
artikel |
3 |
Causality, cointegration, and control
|
Granger, C.W.J. |
|
1988 |
12 |
2-3 |
p. 551-559 9 p. |
artikel |
4 |
Cointegration and stock prices
|
Cerchi, Marlene |
|
1988 |
12 |
2-3 |
p. 333-346 14 p. |
artikel |
5 |
Common nonstationary components of asset prices
|
Bossaerts, Peter |
|
1988 |
12 |
2-3 |
p. 347-364 18 p. |
artikel |
6 |
Common trends, the government's budget constraint, and revenue smoothing
|
Trehan, Bharat |
|
1988 |
12 |
2-3 |
p. 425-444 20 p. |
artikel |
7 |
Continuous time autoregressive models with common stochastic trends
|
Harvey, A.C. |
|
1988 |
12 |
2-3 |
p. 365-384 20 p. |
artikel |
8 |
Error correction models, cointegration and the internal model principle
|
Salmon, Mark |
|
1988 |
12 |
2-3 |
p. 523-549 27 p. |
artikel |
9 |
Interpreting cointegrated models
|
Campbell, John Y. |
|
1988 |
12 |
2-3 |
p. 505-522 18 p. |
artikel |
10 |
Multivariate estimates of the permanent components of GNP and stock prices
|
Cochrane, John H. |
|
1988 |
12 |
2-3 |
p. 255-296 42 p. |
artikel |
11 |
Nearly redundant parameters and measures of persistence in economic time series
|
Clark, Peter K. |
|
1988 |
12 |
2-3 |
p. 447-461 15 p. |
artikel |
12 |
Nonstationarity, cointegration, and error correction in economic modeling
|
Aoki, Masanao |
|
1988 |
12 |
2-3 |
p. 199-201 3 p. |
artikel |
13 |
On alternative state space representations of time series models
|
Aoki, Masanao |
|
1988 |
12 |
2-3 |
p. 595-607 13 p. |
artikel |
14 |
On the dynamic shape of aggregated error correction models
|
Lippi, Marco |
|
1988 |
12 |
2-3 |
p. 561-585 25 p. |
artikel |
15 |
Rational-expectations econometric analysis of changes in regime
|
Hamilton, James D. |
|
1988 |
12 |
2-3 |
p. 385-423 39 p. |
artikel |
16 |
Spurious trend and cycle in the state space decomposition of a time series with a unit root
|
Nelson, Charles R. |
|
1988 |
12 |
2-3 |
p. 475-488 14 p. |
artikel |
17 |
Statistical analysis of cointegration vectors
|
Johansen, Søren |
|
1988 |
12 |
2-3 |
p. 231-254 24 p. |
artikel |
18 |
Testing for cointegration using principal components methods
|
Phillips, P.C.B. |
|
1988 |
12 |
2-3 |
p. 205-230 26 p. |
artikel |
19 |
The convergence of multivariate ‘unit root’ distributions to their asymptotic limits
|
Ljungqvist, Lars |
|
1988 |
12 |
2-3 |
p. 489-502 14 p. |
artikel |
20 |
Trends and random walks in macroeconomic time series
|
Perron, Pierre |
|
1988 |
12 |
2-3 |
p. 297-332 36 p. |
artikel |