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Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
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Analysis of non-stationary dynamics in the financial system
Guharay, Samar K.; Thakur, Gaurav S.; Goodman, Fred J.; … - In: Economics letters 121 (2013) 3, pp. 454-457
Persistent link: https://www.econbiz.de/10010392677
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Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models
Abay, Kibrom A. - In: Economics letters 126 (2015), pp. 51-56
Persistent link: https://www.econbiz.de/10011376393
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A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P. - In: Economics letters 127 (2015), pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
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On the power of unit root tests against fractional alternatives
Hassler, Uwe - In: Economics letters 45 (1994) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001162401
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Testing for cointegration : power versus frequency of observation
Hooker, Mark Allan - In: Economics letters 41 (1993) 4, pp. 359-362
Persistent link: https://www.econbiz.de/10001144902
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Residual based tests for cointegration : a Monte Carlo study of size distortions
Haug, Alfred Albert - In: Economics letters 41 (1993) 4, pp. 345-351
Persistent link: https://www.econbiz.de/10001144909
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Comparing cointegrating regression estimators : some additional Monte Carlo results
García Montalvo, José - In: Economics letters 48 (1995) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10001184873
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Vulnerable growth in the euro area : measuring the financial conditions
Figueres, Juan Manuel; Jarociński, Marek - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508532
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Volatility persistence in stock market
Chuang, Hongwei - In: Economics letters 133 (2015), pp. 64-67
Persistent link: https://www.econbiz.de/10011431978