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Nonstationarity and structural breaks in economic time series : asymptotic theory and Monte Carlo simulations

Noriega-Muro, Antonio E. - 1993

Persistent link: https://www.econbiz.de/10013551442

Sector-level disaggregate stochastic trends in Mexico's real output

Noriega-Muro, Antonio E. - In: Economía mexicana 13 (2004) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001947976

The dynamics of persistence in US inflation

Noriega-Muro, Antonio E.; Ramos-Francia, Manuel - In: Economics letters 105 (2009) 2, pp. 168-172

Persistent link: https://www.econbiz.de/10003899810

Spurious long-horizon regression in econometrics

Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2010

This paper extends recent research on the behaviour of the t-statistic in a long-horizon regression (LHR). We assume that the explanatory and dependent variables are generated according to the following models: a linear trend stationary process, a broken trend stationary process, a unit root...

Persistent link: https://www.econbiz.de/10008656734