Multiple equation systems with stationary errors

von Hannan, E. J.
Veröffentlicht in Econometrica (1973)

Is housing activity a leading indicator?

von Penm, Jammie H.
Veröffentlicht in The economic record (1994)

Testing for serial correlation after least squares regression

von Hannan, E. J.
Veröffentlicht in Econometrica (1968)

Time series regression with linear constraints

von Hannan, Edward James
Veröffentlicht in International economic review (1972)

A relatively large monthly model of demand and taste change in Japan

von Byron, R. P.
Veröffentlicht 1983

Application of an evolving seasonal pattern to an Australian economic time series

von Terrell, R. D.
Veröffentlicht in Australian economic papers (1970)

On the identification of multivariate subset auto-regression

von Penm, J. H. W.
Veröffentlicht in Working papers in economics and econometrics (1982)

Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'

von Penm, J. H. W.
Veröffentlicht in Journal of econometrics (1984)

Economic integration on the China stock market, before and after the Asian financial crisis

von Penm, Jack H. W.
Veröffentlicht in Stock market volatility (2009)

The estimation and use of models with moving average disturbance terms : a survey

von Nicholls, D. F.
Veröffentlicht in International economic review (1975)

The seasonal adjustment of economic time series

von Hannan, E. J.
Veröffentlicht in International economic review (1970)

A new copula approach for pricing an artificial collateralised debt obligation backed by credit derivatives

von Agarwal, Aman
Veröffentlicht in Finance India (2010)

Assessment of relationships between yield spreads of corporate bond new-issues and their credit ratings in emerging market

von Tasi, Weipen
Veröffentlicht in Finance India (2006)

VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium

von Agarwal, Aman
Veröffentlicht in Finance India (2003)

The sequential estimation of subset var with forgetting factor and intercept variable

von O'Neill, Timothy J.
Veröffentlicht in International journal of theoretical and applied finance (2004)

A technical note on the fitting of a multichannel subset FIR system within a potentially nonstationary environment, using the prewindowed case

von Penm, Jack H. W.
Veröffentlicht in Zi you zhong guo zhi gong ye (1997)

Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities

von O'Neill, T. J.
Veröffentlicht in Research in finance (2009)

The role of higher oil prices : a case of major developed countries

von O'Neill, T. J.
Veröffentlicht in Research in finance (2008)

A new approach to testing PPP : evidence from the Yen

von Brailsford, Timothy J.
Veröffentlicht in Research in finance (2004)

The role of housing activity : a case of major developed countries

von O'Neill, Terry J.
Veröffentlicht in International journal of management & enterprise development (2008)