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Frontiers in Time Series Analysis: Introduction (p 679-682)
Anindya Banerjee, Giampiero Gallo, Edoardo Otranto
Cointegration Testing in Panels with Common Factors* (p 683-719)
Christian Gengenbach, Franz C. Palm, Jean-Pierre Urbain
Testing for Multicointegration in Panel Data with Common Factors* (p 721-739)
Vanessa Berenguer-Rico, Josep Lluís Carrion-i-Silvestre
Testing for Parameter Stability in Dynamic Models across Frequencies* (p 741-760)
Bertrand Candelon, Gianluca Cubadda
Testing for a Change in Persistence in the Presence of a Volatility Shift* (p 761-781)
Giuseppe Cavaliere, A. M. Robert Taylor
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* (p 783-795)
Raffaella Giacomini, Barbara Rossi
Simulation-based Finite Sample Linearity Test against Smooth Transition Models* (p 797-812)
Andrés González, Timo Teräsvirta
Threshold Effects in Cointegrating Relationships* (p 813-833)
Jesús Gonzalo, Jean-Yves Pitarakis
Dickey–Fuller Type of Tests against Nonlinear Dynamic Models* (p 835-861)
Changli He, Rickard Sandberg
Convergence of Prices and Rates of Inflation* (p 863-877)
Fabio Busetti, Silvia Fabiani, Andrew Harvey
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* (p 879-899)
Andrea Carriero
Further Evidence on the Statistical Properties of Real GNP* (p 901-920)
Laura Mayoral
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* (p 921-948)
Paolo Paruolo
zhaomn200145 金币 +7 金钱 +20 魅力 +20 经验 +20 好文章 2009-4-25 21:01:08
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