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Testing multiple equation systems for common nonlinear components

, и . Journal of Econometrics, 84 (1): 1--36 (мая 1998)

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Heather M Foran

Mark M Anderson

Heather Fuchs

Heather Amthauer

Heather Mortiboys

 

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Common features, , и . Journal of Econometrics, 132 (1): 1--5 (мая 2006)On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity, и . Economics Letters, 60 (3): 291--296 (01.09.1998)Testing multiple equation systems for common nonlinear components, и . Journal of Econometrics, 84 (1): 1--36 (мая 1998)Single source of error state space approach to the Beveridge Nelson decomposition, , и . Economics Letters, 91 (1): 104--109 (апреля 2006)U.S. and Canadian industrial production indices as coupled oscillators, и . Journal of Economic Dynamics and Control, 26 (1): 33--67 (января 2002)