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Estimation of GARCH process in the presence of structural change
Simonato, Jean-Guy - In: Economics letters 40 (1992) 2, pp. 155-158
Persistent link: https://www.econbiz.de/10001138446
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Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In - In: Economics letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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Inflationary expectations and rationality
Paquet, Alain - In: Economics letters 40 (1992) 3, pp. 303-308
Persistent link: https://www.econbiz.de/10001140209
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Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut - In: Economics letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
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Some results on testing for stationarity using data detrended in differences
Schmidt, Peter - In: Economics letters 41 (1993) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
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Testing for cointegration : power versus frequency of observation
Hooker, Mark Allan - In: Economics letters 41 (1993) 4, pp. 359-362
Persistent link: https://www.econbiz.de/10001144902
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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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Residual based tests for cointegration : a Monte Carlo study of size distortions
Haug, Alfred Albert - In: Economics letters 41 (1993) 4, pp. 345-351
Persistent link: https://www.econbiz.de/10001144909
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Pre-test estimation in regression under absolute error loss
Giles, David E. A. - In: Economics letters 41 (1993) 4, pp. 339-343
Persistent link: https://www.econbiz.de/10001144910