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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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Spurious regressions when stationary regressors are included
Hassler, Uwe - In: Economics letters 50 (1996) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter - In: Economics letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
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On the effect of seasonal adjustment on the log-periodogram regression
Ooms, Marius - In: Economics letters 56 (1997) 2, pp. 135-141
Persistent link: https://www.econbiz.de/10001232397