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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
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The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?
Agiakloglou, Christos N.; Tsimbos, Cleon; Tsimpanos, … - In: Applied economics letters 22 (2015) 16/18, pp. 1372-1377
Persistent link: https://www.econbiz.de/10011380201
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Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos; Ordóñez, Javier - In: Applied economics letters 21 (2014) 13/15, pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
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The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437100
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Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans - In: Applied economics letters 28 (2021) 19, pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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Serial correlation, drift and range unit root testing
Cook, Steven - In: Applied economics letters 17 (2010) 10/12, pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313