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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A. - In: Journal of applied econometrics 16 (2001) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
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Estimating the natural rate of unemployment and testing the natural rate hypothesis
Salemi, Michael K. - In: Journal of applied econometrics 14 (1999) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001356101
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Is there a unit root in the inflation rate? : Evidence from sequential break and panel data models
Culver, Sarah E. - In: Journal of applied econometrics 12 (1997) 4, pp. 435-444
Persistent link: https://www.econbiz.de/10001223744
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Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 28 (2013) 3, pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
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A re-examination of the stationarity of inflation
Cook, Steven - In: Journal of applied econometrics 24 (2009) 6, pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-830
Persistent link: https://www.econbiz.de/10010219731