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Incoming Resources
- Essays in nonlinear time series econometrics, edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen
- Udviklingslinier i okonometrien
- Milticointegration and present value relations
- Multicointegration in stock-flow models
- Separation in cointegrated systems, long memory components and common stochastic trends
- Essays in nonlinear time series econometrics, Niels Haldrup, Mika Meitz, and Pentti Saikkonen
- Estimating the LQAC model with I(2) variables
- The effects of additive outliers on tests for unit roots and cointegration
- Testing quadratic adjustment cost models within a cointegrated VAR
- Money demand, expectations and the forward-looking model, a comment
- Spurious regression, cointegration and near cointegration, a unifying approach
- Estimating the LQAC model with I(2) variables
- Long-run forecasting in multicointegrated systems
- Multiple unit roots in periodic auto regression
- Long-run forecasting in multicointegrated systems
- The effects of additive outliers on tests for unit roots and cointegration
- Testing for multicointegration
- Product market integration and European labour markets
- Multiple unit roots in periodic autoregression
- Multiple unit roots in periodic autoregression
- Separation in cointegrated systems, long memory components and common stochastic trends
- Local power functions of tests for double unit roots
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
- A note on the Dickey-Fuller regression with a maintained trend
- Spurious regression, cointegration, and near cointegration, a unifying approach
- Testing for double unit roots
- Estimation of fractional integration in the presence of data noise
- Measurement errors and outliers in seasonal unit root testing
- On the robustness of unit root tests in the presence of double unit roots
- Lover power functions of tests for double unit roots
- A review of the econometric analysis of I(2) variables
- Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis
- A regime switching long memory model for electricity prices
- Polynominally cointegrated systems and their representations, a synthesis cointegration
- Unit roots and deterministic trends, with yet another comment on the existence and interpretation of a unit root in U S GNP
- Spurious regression, cointegration and near cointegration
- On the robustness of unit root tests in the presence of double unit roots
- Measurement errors and outliers in seasonal unit root testing
- A note on the distribution of the least squares estimator of a random walk with drift, some analytical evidence
- Multivariate regression models with I(2)- variables
- Integration, near-integration and deterministic trends
- Polynomially cointegrated systems and their representations, a synthesis