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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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Long-memory and level shifts in the volatility of stock market return indices
Perron, Pierre; Qu, Zhongjun - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
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Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
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Seasonality tests
Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
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Diagnostic checking of unobserved-components time series models
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
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Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 187-204
Persistent link: https://www.econbiz.de/10001167115