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An ARCH model without intercept
Hafner, Christian M.; Preminger, Arie - In: Economics letters 129 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
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On robust testing for trend
Skrobotov, Anton - In: Economics letters 212 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
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A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan; Oh, Man-suk - In: Economics letters 76 (2002) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
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On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan - In: Economics letters 120 (2013) 3, pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; … - In: Economics letters 167 (2018), pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro - In: Economics letters 100 (2008) 2, pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert - In: Economics letters 120 (2013) 1, pp. 65-66
Persistent link: https://www.econbiz.de/10009760472