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Modeling Nigerian government revenues and total expenditure : combined estimators' analysis and error correction model approach
Ayinde, Kayode; Bello, Aliyu A.; Ayinde, Opeyemi E.; … - In: Central European journal of economic modelling and … 7 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011305747
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Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
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Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan - 2022
Persistent link: https://www.econbiz.de/10013279220
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Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique; Bohn Nielsen, Heino; Sai͏̈di, Sarra - 2019
Persistent link: https://www.econbiz.de/10012237317
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Market efficiency in developed and emerging markets
Sharma, Ankit; Thaker, Keyur - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 4, pp. 311-333
Persistent link: https://www.econbiz.de/10011595609
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On trend breaks and initial condition in unit root testing
Skrobotov, Anton - In: Journal of time series econometrics 10 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011817686
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Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D. - In: Applied economics 48 (2016) 37/39, pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao; Leng, Xuan; Liu, Xiaohui; Peng, Liang - In: Journal of financial econometrics 18 (2020) 2, pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
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Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara; Mittal, Sachin K.; Choudhary, Vipin - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472