New Developments in Time Series Econometrics
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12

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Published By Physica-Verlag HD

9783642487446, 9783642487422

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The HUMP-Shaped Behavior of Macroeconomic Fluctuations

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_7 ◽

1994 ◽

pp. 151-171

Author(s):

Pierre Perron

Keyword(s):

Macroeconomic Fluctuations

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Usefulness of Linear Transformations in Multivariate Time-Series Analysis

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_2 ◽

1994 ◽

pp. 11-37

Author(s):

George C. Tiao ◽

Ruey S. Tsay ◽

Taychang Wang

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Multivariate Time Series ◽

Linear Transformations ◽

Series Analysis ◽

Multivariate Time Series Analysis

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Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_10 ◽

1994 ◽

pp. 205-220

Author(s):

Robert M. Kunst

Keyword(s):

Seasonal Cointegration

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Parameter Constancy in Cointegrating Regressions

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_6 ◽

1994 ◽

pp. 119-150

Author(s):

Carmela E. Quintos ◽

Peter C. B. Phillips

Keyword(s):

Parameter Constancy

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VAR Modelling and Haavelmo’s Probability Approach to Macroeconomic Modelling

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_3 ◽

1994 ◽

pp. 39-66

Author(s):

Katarina Juselius

Keyword(s):

Probability Approach ◽

Macroeconomic Modelling

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A Note on Johansen’s Cointegration Procedure when Trends are Present

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_11 ◽

1994 ◽

pp. 221-233 ◽

Cited By ~ 3

Author(s):

Pierre Perron ◽

John Y. Campbell

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New Developments in Time Series Econometrics: An Overview

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_1 ◽

1994 ◽

pp. 1-8

Author(s):

Jean-Marie Dufour ◽

Baldev Raj

Keyword(s):

Time Series ◽

New Developments ◽

Time Series Econometrics

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The Sources of the U.S. Money Demand Instability

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_8 ◽

1994 ◽

pp. 173-187

Author(s):

Helmut Lütkepohl

Keyword(s):

Money Demand ◽

The U.S

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Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_12 ◽

1994 ◽

pp. 235-250

Author(s):

Ching-Fan Chung ◽

Richard T. Baillie

Keyword(s):

Small Sample ◽

Sum Of Squares ◽

Arma Models ◽

Sample Bias

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On the (Mis)Specification of Seasonality and its Consequences: An Empirical Investigation with US Data

New Developments in Time Series Econometrics ◽

10.1007/978-3-642-48742-2_9 ◽

1994 ◽

pp. 191-204 ◽

Cited By ~ 1

Author(s):

Eric Ghysels ◽

Hahn S. Lee ◽

Pierre L. Siklos

Keyword(s):

Empirical Investigation

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