| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A multivariate approach to modeling univariate seasonal time series
|
Franses, Philip Hans
|
|
1994
|
63 |
1 |
p. 133-151
19 p.
|
artikel
|
| 2 |
Bias assessment and reduction in linear error-correction models
|
Kiviet, Jan F.
|
|
1994
|
63 |
1 |
p. 215-243
29 p.
|
artikel
|
| 3 |
Deciding between I(1) and I(0)
|
Stock, James H.
|
|
1994
|
63 |
1 |
p. 105-131
27 p.
|
artikel
|
| 4 |
Direct cointegration testing in error correction models
|
Kleibergen, Frank
|
|
1994
|
63 |
1 |
p. 61-103
43 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
1994
|
63 |
1 |
p. ii-
1 p.
|
artikel
|
| 6 |
Encompassing in stationary linear dynamic models
|
Govaerts, Bernadette
|
|
1994
|
63 |
1 |
p. 245-270
26 p.
|
artikel
|
| 7 |
Identification of the long-run and the short-run structure an application to the ISLM model
|
Johansen, Søren
|
|
1994
|
63 |
1 |
p. 7-36
30 p.
|
artikel
|
| 8 |
Polynomial cointegration estimation and test
|
Gregoir, Stéphane
|
|
1994
|
63 |
1 |
p. 183-214
32 p.
|
artikel
|
| 9 |
Quasi-maximum likelihood estimation of stochastic volatility models
|
Ruiz, Esther
|
|
1994
|
63 |
1 |
p. 289-306
18 p.
|
artikel
|
| 10 |
Simplified conditions for noncausality between vectors in multivariate ARMA models
|
Boudjellaba, Hafida
|
|
1994
|
63 |
1 |
p. 271-287
17 p.
|
artikel
|
| 11 |
Structure and dynamics in econometrics
|
Kiviet, Jan F.
|
|
1994
|
63 |
1 |
p. 1-5
5 p.
|
artikel
|
| 12 |
Testing for an unstable root in conditional and structural error correction models
|
Peter Boswijk, H.
|
|
1994
|
63 |
1 |
p. 37-60
24 p.
|
artikel
|
| 13 |
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
|
Haldrup, Niels
|
|
1994
|
63 |
1 |
p. 153-181
29 p.
|
artikel
|
| 14 |
VAR analysis, nonfundamental representations, blaschke matrices
|
Lippi, Marco
|
|
1994
|
63 |
1 |
p. 307-325
19 p.
|
artikel
|
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