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Year of PublicationTitleAuthor(s)
2017Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
In: volume: 5, 2017, issue: 3, p. 1-17
Boswijk, H. Peter; Paruolo, Paolo
2017Modeling real exchange rate persistence in Chile
In: volume: 5, 2017, issue: 3, p. 1-21
Salazar, Leonardo
2017Recent developments in copula models
In: volume: 5, 2017, issue: 3, p. 1-3
Fermanian, Jean-David
2017On the interpretation of instrumental variables in the presence of specification errors: A causal comment
In: volume: 5, 2017, issue: 3, p. 1-6
Raunig, Burkhard
2017Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
In: volume: 5, 2017, issue: 3, p. 1-46
Johansen, Søren; Tabor, Morten Nyboe
2017Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
In: volume: 5, 2017, issue: 3, p. 1-20
Juselius, Katarina
2017Building news measures from textual data and an application to volatility forecasting
In: volume: 5, 2017, issue: 3, p. 1-46
Caporin, Massimiliano; Poli, Francesco
2017On the interpretation of instrumental variables in the presence of specification errors: A Reply
In: volume: 5, 2017, issue: 3, p. 1-3
Swamy, P. A. V. B.; Hall, Stephen G.; Tavlas, George S.; von zur Mühlen, Peter
2017Bayesian treatments for panel data stochastic frontier models with time varying heterogeneity
In: volume: 5, 2017, issue: 3, p. 1-21
Liu, Junrong; Sickles, Robin C.; Tsionas, E. G.