Publikationen in Zusammenarbeit mit Forschern von London School of Economics and Political Science (3)

2009

  1. Mean reversion in the US treasury constant maturity rates

    International Journal of Risk Assessment and Management, Vol. 11, Núm. 1-2, pp. 59-66

2001

  1. Testing of seasonal fractional integration in UK and Japanese consumption and income

    Journal of Applied Econometrics, Vol. 16, Núm. 2, pp. 95-114

1997

  1. Testing of unit root and other nonstationary hypotheses in macroeconomic time series

    Journal of Econometrics, Vol. 80, Núm. 2, pp. 241-268