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Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
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Another example of a non-linear time series with misleading linear properties
Byers, J. David; Peel, David - In: Applied economics letters 10 (2003) 1, pp. 47-51
Persistent link: https://www.econbiz.de/10001725693
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On the choice of the unit period in time series models
Fuleky, Peter - In: Applied economics letters 19 (2012) 10/12, pp. 1179-1182
Persistent link: https://www.econbiz.de/10009656827
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On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 30 (2023) 17, pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
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Exact distribution and critical values of a unit root test when error terms are serially correlated
Masuda, Junya; Ohtani, Kazuhiro - In: Applied economics letters 15 (2008) 4/6, pp. 359-362
Persistent link: https://www.econbiz.de/10003727344
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Detecting outliers and influential observations with heteroscedasticity-corrected models
Martin, David; Kumar, Vikram - In: Applied economics letters 12 (2005) 12, pp. 745-748
Persistent link: https://www.econbiz.de/10003158131
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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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Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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Modification of the LM unit root test
Vougas, Dimitrios V. - In: Applied economics letters 14 (2007) 10/12, pp. 913-917
Persistent link: https://www.econbiz.de/10003589558
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Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Kose, Nezir; Ucar, Nuri - In: Applied economics letters 13 (2006) 4, pp. 223-228
Persistent link: https://www.econbiz.de/10003382400