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On the detection of nonlinearity in foreign exchange data
Guarda, Paolo; Salmon, Mark H. - 1995
Persistent link: https://www.econbiz.de/10000929343
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Risk-related asymmetries in foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000912459
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On the use of panel unit root tests on cross-sectionally dependent data : an application to PPP
Bornhorst, Fabian (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827136
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
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Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153