Robert Kunst
A Likelihood-ratio test for seasonal unit roots- Cointegration in a macro-economic system
- Cointegration in macroeconomic systems
- Decision bounds for data-admissible seasonal models
- Ein Zeitreihenmodell für die Österreichische Wirtschaft
- Ein Zeitreihenmodell fur die osterreichische Wirtschaft
- Estimating the number of unit roots
- Forecasting seasonally cointegrated systems
- Fourth-moments structures in financial time series
- Inflation, its dynamics, and its possible causes in Albania
- Multivariate Robust Filtering
- On the role of seasonal intercepts in seasonal cointegration