Continuous time autoregressive models with common stochastic trends

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Bibliographische Detailangaben
Veröffentlicht in:Economic time series with random walk and other nonstationary components
1. Verfasser: Harvey, Andrew C. (VerfasserIn)
Weitere Verfasser: Stock, James H. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1988
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Zeitreihenanalyse > Theorie > Aufsatz in Zeitschrift
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Titel Jahr Verfasser
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Causality, cointegration, and control 1988 Granger, C. W. J.
Bayesian skepticism on unit root econometrics 1988 Sims, Christopher A.
Continuous time autoregressive models with common stochastic trends 1988 Harvey, Andrew C.
Statistical analysis of cointegration vectors 1988 Johansen, Søren
Error correction models, cointegration and the internal model principle 1988 Salmon, Mark H.
Rational-expectations econometric analysis of changes in regime : an investigation of the term structure of interest rates 1988 Hamilton, James D.
Multivariate estimates of the permanent components of GNP and stock prices 1988 Cochrane, John H.
Testing for cointegration using principal components methods 1988 Phillips, Peter C. B.
On alternative state space representations of time series models 1988 Aoki, Masanao
On the dynamic shape of aggregated error correction models 1988 Lippi, Marco
The convergence of multivariate "unit root" distributions to their asymptotic limits : the case of money-income causality 1988
Spurious trend and cycle in the state space decomposition of a time series with a unit root 1988 Nelson, Charles R.
Common trends, the governments budget constraint, and revenue smoothing 1988 Trehan, Bharat
Nearly redundant parameters and measures of persistence in economic time series Clark, Peter K.
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