Narrow search
Showing 1 - 10 of 21
Cover Image
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001582163
Cover Image
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
Cover Image
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001609552
Cover Image
Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
Cover Image
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - 2002
Persistent link: https://www.econbiz.de/10001668610
Cover Image
Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001630107
Cover Image
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
Cover Image
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
Cover Image
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
Cover Image
Comparison of unit root tests for time series with level shifts
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 1999
Persistent link: https://www.econbiz.de/10001424859