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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A. - 1994
Persistent link: https://www.econbiz.de/10000897123
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124
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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000897126
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Wavelet basis selection for regression by cross-validation
Greenblatt, Seth A. - 1995
Persistent link: https://www.econbiz.de/10000903020
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911564
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000944149
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Tensor methods for full-information maximum likelihood estimation : unconstrained estimation
Greenblatt, Seth A. - 1992
Persistent link: https://www.econbiz.de/10000846119