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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Testing for multicointegration
Engsted, Tom - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
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A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels - In: Economics letters 48 (1995) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10001184874