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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, A. M. Robert - 1997
Persistent link: https://www.econbiz.de/10001372320
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Trade flows and spatial effects : the gravity model revisited
Carrington, Anca - 2000
Persistent link: https://www.econbiz.de/10001512617
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Does the stochastic specification matter?
Mari, Konstantina - 2017
Persistent link: https://www.econbiz.de/10011670182
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 1999
Persistent link: https://www.econbiz.de/10001398338
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430
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Exact inference for the unit root hypothesis
Forchini, Giovanni; Marsh, Patrick - 2000
Persistent link: https://www.econbiz.de/10001541333
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The geometry of similar tests for structural change
Forchini, Giovanni - 2000
Persistent link: https://www.econbiz.de/10001541337