Narrow search
Showing 1 - 10 of 14
Cover Image
Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000904214
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862
Cover Image
Unit root tests in panel data : asymptotic and finite-sample properties
Levin, Andrew T.; Lin, Chien-fu Jeff - 1992
Persistent link: https://www.econbiz.de/10000841655
Cover Image
An introduction to stochastic unit root processes
Granger, C. W. J.; Swanson, Norman R. - 1992
Persistent link: https://www.econbiz.de/10000853664
Cover Image
An introduction to stochastic unit root processes
Granger, C. W. J.; Swanson, Norman R. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892000
Cover Image
A simple model that generates stylized facts of returns
Yoon, Gawon - 2003
Persistent link: https://www.econbiz.de/10001753302
Cover Image
Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2001
Persistent link: https://www.econbiz.de/10001637809
Cover Image
Confidence intervals for autoregressive coefficients near one
Elliott, Graham; Stock, James H. - 2000
Persistent link: https://www.econbiz.de/10001521879
Cover Image
Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001500638
Cover Image
Local power functions of tests for double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001500674