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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N. - In: Economics letters 52 (1996) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
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Spurious number of breaks
Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A. - In: Economics letters 61 (1998) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10001250908