Narrow search
Showing 1 - 10 of 1,426
Cover Image
Spurious results in the analysis of longitudinal data in organizational research
Braun, Michael T.; Kuljanin, Goran; DeShon, Richard P. - In: Organizational research methods : ORM 16 (2013) 2, pp. 302-330
Persistent link: https://www.econbiz.de/10009761180
Cover Image
The power of the augmented Dickey-Fuller test to detect non-stationarity when there is a mix with a stationary variable
Azar, Samih Antoine; Nasr, Najoie I. - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 885-890
Persistent link: https://www.econbiz.de/10011459131
Cover Image
Nonlinearity and nonstationarity in international art market prices : evidence from Markov-switching ADF unit root tests
Çevik, Emrah İsmail; Atukeren, Erdal; Korkmaz, Turhan - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 675-695
Persistent link: https://www.econbiz.de/10010188074
Cover Image
Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Cover Image
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012024535
Cover Image
Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Cover Image
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Cover Image
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.; Trani, Tommaso - In: International economics : a journal published by CEPII … 158 (2019), pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Cover Image
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
Persistent link: https://www.econbiz.de/10011996362
Cover Image
Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732