Models with Alternative Orders of Integration

Author:

Hunter John,Burke Simon P.,Canepa Alessandra

Publisher

Palgrave Macmillan UK

Reference39 articles.

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2. Abadir, K., & Talmain, G. (2002). Aggregation, persistence and volatility in a macro model. The Review of Economic Studies, 69, 749–779.

3. Akansu, A. N., Haddad, R. A., & Caglar, H. (1990). Perfect reconstruction binomial QMF-wavelet transform. In M. Kunt (Ed.), SPIE Proceedings Vol. 1360 Dispersive Spectrometer Design and Analysis (pp. 609–618).

4. Bauwens, L., & Hunter, J. (2000). Identifying Long-Run Behaviour with Non-stationary Data. Discussion Paper CORE, The Catholic University, Louvain-La Nueve DP 2000/43.

5. Boswijk, H. P. (1992). Cointegration, identification and exogeneity: Inference in structural error correction models. Amsterdam: Thesis Publishers.

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