Author: Pace R.K.
Publisher: Elsevier
ISSN: 0165-1765
Source: Economics Letters, Vol.54, Iss.3, 1997-07, pp. : 283-291
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Variance expressions for spectra estimated using auto-regressions
Journal of Econometrics, Vol. 118, Iss. 1, 2004-01 ,pp. :
A Gibbs sampler for structural vector autoregressions
Journal of Economic Dynamics and Control, Vol. 28, Iss. 2, 2003-11 ,pp. :
On bootstrap inference in cointegrating regressions
Economics Letters, Vol. 72, Iss. 1, 2001-07 ,pp. :
Cointegrating Regressions with Time Heterogeneity
Econometric Reviews, Vol. 29, Iss. 4, 2010-07 ,pp. :