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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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A note on the size of the KPSS unit root test
Su, Jen-Je; Amsler, Christine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-700
Persistent link: https://www.econbiz.de/10010042026
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Term structure variance bounds and time varying liquidity premia
Amsler, Christine - In: Economics letters 16 (1984) 1/2, pp. 137-144
Persistent link: https://www.econbiz.de/10001826839
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On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem - In: Economics letters 102 (2009) 1, pp. 4-6
Persistent link: https://www.econbiz.de/10003822115
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Second order bias of quasi-MLE for covariance structure models
Prokhorov, Artem - In: Economics letters 114 (2012) 2, pp. 195-197
Persistent link: https://www.econbiz.de/10009547279
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Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S. - In: Economics letters 55 (1997) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
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An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - In: Economics letters 123 (2014) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro; Neo, Emily; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 131-134
Persistent link: https://www.econbiz.de/10011620207