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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
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
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Using simulation methods for Bayesian econometric models : inference, development and communication: some comments
Martin, Gael M.; Forbes, Catherine Scipione - In: Econometric reviews 18 (1999) 1, pp. 113-118
Persistent link: https://www.econbiz.de/10001395559
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Approximating bayes in the 21st century
Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2021
Persistent link: https://www.econbiz.de/10013193948
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Asymptotic properties of approximate Bayesian computation
Frazier, D. T.; Martin, Gael M.; Robert, Christian P.; … - 2016
Persistent link: https://www.econbiz.de/10011781809
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Asymptotic properties of approximate Bayesian computation
Frazier, David T.; Martin, Gael M.; Robert, Christian P.; … - 2017
Persistent link: https://www.econbiz.de/10011782219
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The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L. - In: Econometric reviews 14 (1995) 4, pp. 487-510
Persistent link: https://www.econbiz.de/10001189077