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The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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The nonlinear time series properties of unemployment rates : some further evidence
Peel, David - In: Applied economics 30 (1998) 2, pp. 287-294
Persistent link: https://www.econbiz.de/10001241289
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Variation and efficiency of high-frequency betas
Zhang, Congshan; Li, Jia; Todorov, Viktor; Tauchen, … - In: Journal of econometrics 228 (2022) 1, pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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Trend breaks in the research and development process
Pérez, Patricio; Esteve García, Vicente - In: Applied economics 39 (2007) 4/6, pp. 663-674
Persistent link: https://www.econbiz.de/10003461979
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Convergence of fiscal pressure in the EU : a time series approach
Delgado, Francisco J.; Presno, Maria Jose - In: Applied economics 43 (2011) 28/30, pp. 4257-4267
Persistent link: https://www.econbiz.de/10009388220
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Testing for common deterministic trend slopes
Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of econometrics 126 (2005) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244
Persistent link: https://www.econbiz.de/10001799064