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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000911320
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Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952792
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Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952793
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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Powerful and serial correlation robust tests of the economic convergence hypothesis
Sayginsoy, Özgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002707848
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Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002707940
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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo G. - 1993
Persistent link: https://www.econbiz.de/10000862469
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On the distribution and dynamics of health costs
French, Eric (contributor); Jones, John Bailey (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757476
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Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal; Paul, Manimoy - 1994
Persistent link: https://www.econbiz.de/10000911324
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541