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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren; Ørregaard Nielsen, Morten - In: Econometric theory 28 (2012) 3, pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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The generalized dynamic factor model : representation theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1141
Persistent link: https://www.econbiz.de/10001638377
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Weak dependence : models and applications to econometrics
Ango Nze, Patrick; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
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Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In - In: Econometric theory 13 (1997) 6, pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven; Breitung, Jörg - In: Econometric theory 39 (2023) 4, pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
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Complex unit roots and business cycles : are they real?
Bierens, Herman J. - In: Econometric theory 17 (2001) 5, pp. 962-983
Persistent link: https://www.econbiz.de/10001609185