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1 dataset found

Publication Year: 1993 Issues: 4 Volumes: 8

  • Farshid Vahid
    ;
    Robert F. Engle

    Common Trends and Common Cycles (replication data)

    The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the...
    DOI:10.15456/jae.2022313.1129221126
    • TXT
    • data
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 1993 (1)

Volumes

  • 8 (1)

Issues

  • 4 (1)

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