Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Author:

Bierens Herman J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference36 articles.

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2. Inference in dynamic models containing surprise variables;Baillie;Journal of Econometrics,1987

3. Higher order autocorrelations and the unit root hypothesis;Bierens;Journal of Econometrics,1993

4. Bierens, H.J., 2003. EasyReg International, Pennsylvania State University. 〈http://econ.la.psu.edu/∼hbierens/EASYREG.HTM〉.

5. Testing stationarity and trend stationarity against the unit root hypothesis;Bierens;Econometric Reviews,1993

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