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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Chaos in German stock returns : new evidence from the 0-1 test
Webel, Karsten - In: Economics letters 115 (2012) 3, pp. 487-489
Persistent link: https://www.econbiz.de/10009632304
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Small-sample inference in rational expectations models with persistent data
Li, Hong - In: Economics letters 95 (2007) 2, pp. 203-210
Persistent link: https://www.econbiz.de/10003460417
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Purchasing power parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João - In: Economics letters 110 (2011) 3, pp. 182-185
Persistent link: https://www.econbiz.de/10009241553
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Further evidence regarding nonlinear trend reversion of real GDP and the CPI
Shelley, Gary L.; Wallace, Frederick H. - In: Economics letters 112 (2011) 1, pp. 56-59
Persistent link: https://www.econbiz.de/10009242146
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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
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A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele - In: Economics letters 119 (2013) 2, pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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Immigrant-native wage gaps in time series : complementarities or composition effects?
Ruist, Joakim - In: Economics letters 119 (2013) 2, pp. 154-156
Persistent link: https://www.econbiz.de/10009745842
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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan; Brooks, Robert Darren; Sirimon Treepongkaruna - In: Economics letters 118 (2013) 3, pp. 462-465
Persistent link: https://www.econbiz.de/10009729131