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Comparing the bias and misspecification in ARFIMA models
Smith, Jeremy; Taylor, Nicholas; Yadav, Sanjay - 1995
Persistent link: https://www.econbiz.de/10000925966
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The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000933522
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The KPSS test with outliers
Otero, Jesús G. (contributor); Smith, Jeremy (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001847646
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Structural breaks and seasonal integration
Smith, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000909907
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000597093