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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
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Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
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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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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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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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Programs TRAMO and SEATS
Gómez, Víctor; Maravall Herrero, Agustín - 1995 - Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
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On the interactions of unit roots and exogeneity
Hendry, David F. - 1994
Persistent link: https://www.econbiz.de/10013420250
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10013420258