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1
Testing for integration and
cointegration
when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard
- In:
Economic modelling
52
(
2016
),
pp. 699-713
Persistent link: https://www.econbiz.de/10011643003
Saved in:
3
Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break
Matsuki, Takashi
- In:
Economic modelling
82
(
2019
),
pp. 99-118
Persistent link: https://www.econbiz.de/10012202377
Saved in:
4
Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei
- In:
Economic modelling
35
(
2013
),
pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
Saved in:
5
Long-run monetary neutrality under stochastic and deterministic trends
Ventosa-Santaulària, Daniel
;
Noriega-Muro, Antonio E.
- In:
Economic modelling
47
(
2015
),
pp. 372-382
Persistent link: https://www.econbiz.de/10011439455
Saved in:
6
Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
41
(
2014
),
pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
Saved in:
7
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
8
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
9
Fourier ADL
cointegration
test to approximate smooth breaks with new evidence from Crude Oil Market
Banerjee, Piyali
;
Arčabić, Vladimir
;
Lee, Hyejin
- In:
Economic modelling
67
(
2017
),
pp. 114-124
Persistent link: https://www.econbiz.de/10011813789
Saved in:
10
Has the Feldstein-Horioka puzzle waned? : evidence from time series and dynamic panel data analysis
Dash, Santosh Kumar
- In:
Economic modelling
83
(
2019
),
pp. 256-269
Persistent link: https://www.econbiz.de/10012205639
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