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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Some stylized facts of the cryptocurrency market
Zhang, Wei; Wang, Pengfei; Li, Xiao; Shen, Dehua - In: Applied economics 50 (2018) 55, pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
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Profit persistence and stock returns
Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
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Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320
Persistent link: https://www.econbiz.de/10009380059
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The competitive environment hypothesis revisited : non-linearity, nonstationarity and profit persistence
Crespo Cuaresma, Jesús; Gschwandtner, Adelina - In: Applied economics 38 (2006) 4, pp. 465-472
Persistent link: https://www.econbiz.de/10003298862
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Time-series residual momentum strategies
Kim, Saejoon - In: Applied economics 54 (2022) 5, pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
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Median-unbiased estimation of structural change models : an application to real exchange rate persistence
Balli, Hatice Ozer; Murray, Christian J.; Papell, David H. - In: Applied economics 46 (2014) 25/27, pp. 3300-3311
Persistent link: https://www.econbiz.de/10010418033
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The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277
Persistent link: https://www.econbiz.de/10010516653
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Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping; Luo, Weiwei; Kim, Jae H. - In: Applied economics 45 (2013) 7/9, pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
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Autocorrelation, structural breaks and the predicitve ability of dividend yield
Chen, An-sing; Zhang, Tai-wei - In: Applied economics 39 (2007) 4/6, pp. 645-652
Persistent link: https://www.econbiz.de/10003461974