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Trends in temperature data : micro-foundations of their nature
Gadea, María Dolores; Gonzalo, Jesús; Ramos, Andrey - 2023
Persistent link: https://www.econbiz.de/10014447464
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624
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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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Long-run inflation-unemployment dynamics : the Spanish Phillips curve and economic policy
Karanassou, Marika (contributor); Sala, Hector (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867498
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Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas; Doz, Catherine - 2019 - This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Cliometrics and time series econometrics : some theory and applications
Greasley, David; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008695600
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Spectral approach to parameter-free unit root testing
Bailey, Natalia; Giraitis, Liudas - 2015
A relatively simple frequency-type testing procedure for unit root potentially contaminated by an additive stationary noise is introduced, which encompasses general settings and allows for linear trends. The proposed test for unit root versus stationarity is based on a finite number of...
Persistent link: https://www.econbiz.de/10010517695
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Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert - 2016 - Revised edition
Persistent link: https://www.econbiz.de/10011514491