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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam; Collet, Jérôme - In: Applied financial economics 18 (2008) 7/9, pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
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Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
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Forecasting self-employment in the UK
Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930
Persistent link: https://www.econbiz.de/10010520403
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Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R. - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
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Relationship between economic growth and exports in Mainland China : evidence from the structural time series model
Hasan, Mohammad S. - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 537-542
Persistent link: https://www.econbiz.de/10011419110
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Observation-driven models for right skewed nonstationary panel data : an application to GDP study
Mahmood, Munir; Mallick, Taslim; Bari, Wasimul; Hasan, … - In: The empirical economics letters : a monthly … 14 (2015) 2, pp. 173-182
Persistent link: https://www.econbiz.de/10011311256
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The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker; Souza, Adriano Mendonça de; … - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 25-32
Persistent link: https://www.econbiz.de/10011311313
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Stylized facts of business cycle in the Philippines : evidences from different detrending methods
Uy, Edgar Allan M.; Pizarro-Uy, Anna Corinna D. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1115-1122
Persistent link: https://www.econbiz.de/10010527309