Add to ORKGMonthly seasonally unadjusted data can exhibit roots with possibly fractional orders of integration, corresponding to the monthly but also to the quarterly and to the long-run or trending components of the series. In this paper we use a procedure which is suitable to test simultaneously for the order of integration of each of these components and apply it to several US monetary aggregates
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
This paper examines several US monthly financial time series data using fractional integration and c...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
We make use in this article of a testing procedure suggested by Robinson (1994) for testing determin...
In this paper we show that the monthly structure of the US money stock can be specified in terms of ...
We propose in this article the use of a particular version of the tests of Robinson (1994) for testi...
We propose in this article the use of a testing procedure due to Robinson (1994) for testing determi...
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegra...
The daily structure of the US Treasury Constant Maturity Rates is investigated in this paper by mean...
We propose in this article a general time series model, whose components are modelled in terms of fr...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2008.htmPublish in Communicat...
International audienceTesting the fractionally integrated order of seasonal and nonseasonal unit roo...
This paper examines a version of the tests of Robinson (1994) that enables one to test models of the...
This paper examines several US monthly financial time series data using fractional integration and ...
We propose in this article the use of a particular version of the tests of Robinson (1994) for testi...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
This paper examines several US monthly financial time series data using fractional integration and c...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
We make use in this article of a testing procedure suggested by Robinson (1994) for testing determin...
In this paper we show that the monthly structure of the US money stock can be specified in terms of ...
We propose in this article the use of a particular version of the tests of Robinson (1994) for testi...
We propose in this article the use of a testing procedure due to Robinson (1994) for testing determi...
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegra...
The daily structure of the US Treasury Constant Maturity Rates is investigated in this paper by mean...
We propose in this article a general time series model, whose components are modelled in terms of fr...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2008.htmPublish in Communicat...
International audienceTesting the fractionally integrated order of seasonal and nonseasonal unit roo...
This paper examines a version of the tests of Robinson (1994) that enables one to test models of the...
This paper examines several US monthly financial time series data using fractional integration and ...
We propose in this article the use of a particular version of the tests of Robinson (1994) for testi...
We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic...
This paper examines several US monthly financial time series data using fractional integration and c...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...