Similar Search Results - EconBiz

Effects of model specification on tests for unit roots in macroeconomic data

Schwert, George William - In: Journal of monetary economics 20 (1987) 1, pp. 73-103

Persistent link: https://www.econbiz.de/10001033395

Tests For Unit Roots : A Monte Carlo Investigation

Schwert, G. William - 1988

Recent work by Said and Dickey (1984 ,1985) , Phillips (1987), and Phillips and Perron(1988) examines tests for unit roots in the autoregressive part of mixed autoregressive-integrated-moving average (ARIHA) models (tests for stationarity). Monte Carlo experiments show that these unit root tests...

Persistent link: https://www.econbiz.de/10012476279

Tests for unit roots : a Monte Carlo investigation

Schwert, George William - 1988

Persistent link: https://www.econbiz.de/10013452078

Testing for heteroskedasticity

Pagan, Adrian R.; Pak, Y. - 1991

Persistent link: https://www.econbiz.de/10000836152

Estimating linear quadratic models with integrated processes

Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990

Persistent link: https://www.econbiz.de/10000798412

Two stage and related estimators and their applications

Pagan, Adrian R. - 1986

Persistent link: https://www.econbiz.de/10000692760

The econometric analysis of models with risk terms

Pagan, Adrian R.; Ullah, Aman - 1986

Persistent link: https://www.econbiz.de/10000701238

Diagnostic tests as residual analysis

Pagan, Adrian R.; Pagan, A.R.; Hall, A.D. - 1983

Persistent link: https://www.econbiz.de/10000012598

Econometric analysis of structural systems with permanent and transitory shocks

Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395

Persistent link: https://www.econbiz.de/10003775856

Econometric analysis of structural systems with permanent and transitory shocks

Pagan, Adrian R. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003798174

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