nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A spatio-temporal model of house prices in the USA
|
Holly, Sean |
|
2010 |
158 |
1 |
p. 160-173 14 p. |
artikel |
2 |
Averaging estimators for autoregressions with a near unit root
|
Hansen, Bruce E. |
|
2010 |
158 |
1 |
p. 142-155 14 p. |
artikel |
3 |
Cointegration in a historical perspective
|
Boswijk, H. Peter |
|
2010 |
158 |
1 |
p. 156-159 4 p. |
artikel |
4 |
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
|
Jacobs, Jan P.A.M. |
|
2010 |
158 |
1 |
p. 108-116 9 p. |
artikel |
5 |
Editorial Board
|
|
|
2010 |
158 |
1 |
p. IFC- 1 p. |
artikel |
6 |
Forecasting with equilibrium-correction models during structural breaks
|
Castle, Jennifer L. |
|
2010 |
158 |
1 |
p. 25-36 12 p. |
artikel |
7 |
Likelihood-based inference for cointegration with nonlinear error-correction
|
Kristensen, Dennis |
|
2010 |
158 |
1 |
p. 78-94 17 p. |
artikel |
8 |
Likelihood based testing for no fractional cointegration
|
Łasak, Katarzyna |
|
2010 |
158 |
1 |
p. 67-77 11 p. |
artikel |
9 |
Likelihood inference for a nonstationary fractional autoregressive model
|
Johansen, Søren |
|
2010 |
158 |
1 |
p. 51-66 16 p. |
artikel |
10 |
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
|
Georgiev, Iliyan |
|
2010 |
158 |
1 |
p. 37-50 14 p. |
artikel |
11 |
Modelling and measuring price discovery in commodity markets
|
Figuerola-Ferretti, Isabel |
|
2010 |
158 |
1 |
p. 95-107 13 p. |
artikel |
12 |
Some thoughts on the development of cointegration
|
Granger, Clive W.J. |
|
2010 |
158 |
1 |
p. 3-6 4 p. |
artikel |
13 |
Speed of adjustment in cointegrated systems
|
Fanelli, Luca |
|
2010 |
158 |
1 |
p. 130-141 12 p. |
artikel |
14 |
Testing for co-integration in vector autoregressions with non-stationary volatility
|
Cavaliere, Giuseppe |
|
2010 |
158 |
1 |
p. 7-24 18 p. |
artikel |
15 |
Testing hypotheses in an I ( 2 ) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
|
Johansen, Søren |
|
2010 |
158 |
1 |
p. 117-129 13 p. |
artikel |
16 |
Twenty years of cointegration
|
Boswijk, H. Peter |
|
2010 |
158 |
1 |
p. 1-2 2 p. |
artikel |