Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Publication Year:
1993
None:
4
Journals:
Journal of Applied Econometrics
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...
TXT
data