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Testing a time series for diff...
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Zeitreihenanalyse
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Tremayne, Andrew R.
Tremayne, A. R.
9
Jung, Robert
8
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6
Jung, Robert C.
5
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3
Godfrey, L. G.
2
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2
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2
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
2
The selection and use of linear and bilinear time series models
Poskitt, Donald Stephen
- In:
International journal of forecasting
2
(
1986
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10001033750
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3
Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P.
- In:
The review of economic studies
57
(
1990
)
1
,
pp. 135-145
Persistent link: https://www.econbiz.de/10001085019
Saved in:
4
Checks of model adequacy for univariate time series models and their application to econometric relationships
Godfrey, L. G.
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001054261
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5
Testing serial dependence in time series models of counts against some INARMA alternatives
Jung, Robert
;
Tremayne, Andrew R.
-
2001
Persistent link: https://www.econbiz.de/10010457725
Saved in:
6
Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001854477
Saved in:
7
Explaining economic time series : a Bayesian graphical approach
Marriott, J. M.
;
Naylor, J. C.
;
Tremayne, Andrew R.
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 124-145
Persistent link: https://www.econbiz.de/10001781047
Saved in:
8
F versus t tests for unit roots: a comment
Rodrigues, Paulo M. M.
(
contributor
); …
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10002744008
Saved in:
9
Modelling monetary transmission in UK manufacturing industry
Tena, J. D.
;
Tremayne, Andrew R.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1053-1066
Persistent link: https://www.econbiz.de/10003871264
Saved in:
10
Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de
;
Hadri, Kaddour
;
Tremayne, Andrew R.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
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