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Seasonal unit-root tests on Canadian macroeconomic time series
Otto, Glenn D. - In: Economics letters 34 (1990) 2, pp. 117-120
Persistent link: https://www.econbiz.de/10001096995
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How big is the random walks in macroeconomic time series : variance ratio tests
Malliaris, Anastasios G. - In: Economics letters 34 (1990) 2, pp. 113-116
Persistent link: https://www.econbiz.de/10001096996
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The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
Frank, Murray Z. - In: Economics letters 1 (1988), pp. 11-14
Persistent link: https://www.econbiz.de/10001075192
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The continuous selection theorem in Rn : a proof by induction
Leininger, Wolfgang - In: Economics letters 20 (1986) 1, pp. 59-61
Persistent link: https://www.econbiz.de/10001008790
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Estimating fixed and random effects models with selectivity
Zabel, Jeffrey Edward - In: Economics letters 40 (1992) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10001140215
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Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy - In: Economics letters 40 (1992) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10001140217
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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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A simple consistent specification test
Donald, Stephen G. - In: Economics letters 41 (1993) 3, pp. 231-234
Persistent link: https://www.econbiz.de/10001145342
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Moving average filters and unit roots
Franses, Philip Hans - In: Economics letters 37 (1991) 4, pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470