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Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou; Xing, Yuhong; Li, Fuxiao - In: Economics letters 140 (2016), pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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An alternative reference scenario for global CO2 emissions from fuel consumption : an ARFIMA approach
Belbute, José M.; Pereira, Alfredo M. - In: Economics letters 136 (2015), pp. 108-111
Persistent link: https://www.econbiz.de/10011435953
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Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
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Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena - In: Economics letters 232 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
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How does climate policy uncertainty affect financial markets? : evidence from Europe
Tedeschi, Marco; Foglia, Matteo; Bouri, Elie; Dai, Peng-Fei - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015065789