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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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A Markov-switching model with component structure for US GNP
Doornik, Jurgen A. - In: Economics letters 118 (2013) 2, pp. 265-268
Persistent link: https://www.econbiz.de/10009706797
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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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Testing forecasting model versatility
Taylor, Nicholas - In: Economics letters 117 (2012) 3, pp. 803-806
Persistent link: https://www.econbiz.de/10009682678
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A non-parametric test of the symmetry of PSID wage-change distributions
Christofidēs, Loizos N.; Stengos, Thanasēs - In: Economics letters 71 (2001) 3, pp. 363-368
Persistent link: https://www.econbiz.de/10001574270
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Long-term dependence in stock returns
Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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Testing for a unit root in variables with a double change in the mean
Clemente, Jesús - In: Economics letters 59 (1998) 2, pp. 175-182
Persistent link: https://www.econbiz.de/10001241447
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Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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Is there a unit root in US real GNP? : A re-assessment
Mocan, Naci - In: Economics letters 45 (1994) 1, pp. 23-31
Persistent link: https://www.econbiz.de/10001162397