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Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik; Kim, In-Moo - In: Economics letters 100 (2008) 3, pp. 326-329
Persistent link: https://www.econbiz.de/10003768759
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GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
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Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10003333696
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The coefficient of the whole is an average of the coefficients of its parts : a special case of restricted least squares
Kee, Hiau Looi - In: Economics letters 104 (2009) 3, pp. 136-139
Persistent link: https://www.econbiz.de/10003870110
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Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-ming - In: Economics letters 98 (2008) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10003624002
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GLS detrending and unit root testing
Vougas, Dimitrios V. - In: Economics letters 97 (2007) 3, pp. 222-229
Persistent link: https://www.econbiz.de/10003575569
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing - In: Economics letters 130 (2015), pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
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Consistency of the least squares estimator in threshold regression with endogeneity
Yu, Ping - In: Economics letters 131 (2015), pp. 41-46
Persistent link: https://www.econbiz.de/10011422546
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Covariate measurement and endogeneity
Millimet, Daniel L. - In: Economics letters 136 (2015), pp. 59-63
Persistent link: https://www.econbiz.de/10011435826
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Sheep in wolf's clothing : using the least squares criterion for quantile estimation
Chen, Heng - In: Economics letters 125 (2014) 3, pp. 426-431
Persistent link: https://www.econbiz.de/10010506524