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Gil-Alaña, Luis A.
12
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Applied economics letters
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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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9
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
10
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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