Narrow search
Showing 71 - 80 of 102
Cover Image
A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter; Lee, Junsoo - In: Oxford bulletin of economics and statistics 74 (2012) 4, pp. 574-599
Persistent link: https://www.econbiz.de/10010219892
Cover Image
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Cover Image
Mean reversion of interest rates in the eurocurrency market
Wu, Jyh-lin; Chen, Show-lin - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 459-473
Persistent link: https://www.econbiz.de/10001622985
Cover Image
Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
Cover Image
Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
Cover Image
Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
Cover Image
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
Cover Image
A comparative study of unit root tests with panel data and a new simple test
Maddala, Gangadharrao S.; Wu, Shaowen - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 631-652
Persistent link: https://www.econbiz.de/10001437529
Cover Image
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Cover Image
Dynamic factor models with jagged edge panel data : taking on board the dynamics of the idiosyncratic components
Pinheiro, Maximiano; Rua, António; Dias, Francisco C. - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 80-102
Persistent link: https://www.econbiz.de/10009733521