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Estimating fractionally integrated time series models
Beveridge, Steve - In: Economics letters 43 (1993) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001153576
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Misspecification tests, unit roots and level shifts
Hecq, Alain W. J. - In: Economics letters 43 (1993) 2, pp. 129-135
Persistent link: https://www.econbiz.de/10001153578
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On Wiener-Granger causality, information and canonical correlation
Otter, Pieter W. - In: Economics letters 35 (1991) 2, pp. 187-191
Persistent link: https://www.econbiz.de/10001102120
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Generalized instrumental variables estimation of autoregressive conditional heteroskedastic models
Rich, Robert W. - In: Economics letters 35 (1991) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10001102123
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On BLU-estimation with data of different periodicity
Lucke, Bernd - In: Economics letters 35 (1991) 2, pp. 173-177
Persistent link: https://www.econbiz.de/10001102128
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Efficiency bound calculations for a time series model, with conditional heteroskedasticity
Heaton, John - In: Economics letters 35 (1991) 2, pp. 167-171
Persistent link: https://www.econbiz.de/10001102135
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Instrument choice and tests for a unit root
Hall, Alastair R. - In: Economics letters 35 (1991) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001102136
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence
Lee, Hahn-shik - In: Economics letters 35 (1991) 3, pp. 273-277
Persistent link: https://www.econbiz.de/10001102357
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A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M. - In: Economics letters 36 (1991) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001104842