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DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic Dynamics 13 (2009) 04, pp. 523-534
Persistent link: https://www.econbiz.de/10005041976
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IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 88-110
Persistent link: https://www.econbiz.de/10008458632
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SIZE AND POWER PROPERTIES OF THE AH TEST OF EVOLUTIONARY CHANGE
Wild, Phillip - In: Macroeconomic Dynamics 5 (2001) 05, pp. 748-763
Persistent link: https://www.econbiz.de/10005425192
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TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
Hinich, Melvin A.; Wild, Phillip - In: Macroeconomic Dynamics 5 (2001) 03, pp. 380-412
Persistent link: https://www.econbiz.de/10005624884
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A SPECTRAL-BASED CUSUM TEST OF EVOLUTIONARY CHANGE
Wild, Phillip - In: Macroeconomic Dynamics 6 (2002) 03, pp. 385-407
Persistent link: https://www.econbiz.de/10005120228
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INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
Hinich, Melvin - In: Macroeconomic Dynamics 14 (2010) S1, pp. 1-2
Persistent link: https://www.econbiz.de/10008458639
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SAMPLING DYNAMICAL SYSTEMS
Hinich, Melvin J. - In: Macroeconomic Dynamics 3 (1999) 04, pp. 602-609
Persistent link: https://www.econbiz.de/10005264871
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FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic Dynamics 2 (1998) 01, pp. 72-88
Persistent link: https://www.econbiz.de/10005264875
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INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 42-58
Persistent link: https://www.econbiz.de/10008599325
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THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic Dynamics 4 (2000) 02, pp. 197-221
Persistent link: https://www.econbiz.de/10005120195