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Exogeneity in error correction models
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ISBN: 3540566392 Year: 1993 Publisher: Berlin Springer

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Error correction models for aggregate imports : further evidence using multivariate cointegration techniques
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Year: 1989 Publisher: Liège : Université de Liège, Centre de recherches économiques et démographiques de Liège (CREDEL - ULg),

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On weak exogeneity in error correction models
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Year: 1991 Publisher: Liège : Université de Liège, Centre de recherches économiques et démographiques de Liège (CREDEL - ULg),

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Finite sample behaviour of some unit root tests in the presence of arch effects
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Year: 1991 Publisher: Liège : Université de Liège, Centre de recherches économiques et démographiques de Liège (CREDEL - ULg),

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Error correction models for aggregate imports : The case of two small open european economics
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Year: 1988 Publisher: Liège : Université de Liège, Centre de recherches économiques et démographiques de Liège (CREDEL - ULg),

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Impact d'erreurs IGARCH sur les tests de racine unité: comparaison des procédures "traditionelles" et des tests permettant une cassure déterministe sous l'alternative
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Year: 1993 Publisher: Namur: Ministère de la région wallonne. Service des études et de la statistique,

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Misspecification tests, unit roots and level shifts
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Year: 1993 Publisher: Namur

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Misspecification tests, unit roots and level shifts
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Year: 1993 Publisher: Namur Ministère de la Région wallonne. Service des études et de la statistique

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Impact d'erreurs IGARCH sur les tests de racine unité : comparaison des procédures "traditionelles" et des tests permettant une cassure déterministe sous l'alternative
Authors: ---
Year: 1993 Publisher: Namur Ministère de la Région wallonne. Service des études et de la statistique

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Misspecification tests, unit roots and level shifts.

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