Narrow search
Showing 1 - 10 of 995
Cover Image
Testing a time series for difference stationarity
MacCabe, B. P.; Tremayne, Andrew R. - 1994
Persistent link: https://www.econbiz.de/10000147758
Cover Image
Statistical testing of business-cycle theories
Tinbergen, Jan - 1968 - Reprint [der Ausg.] Genf, 1939
Persistent link: https://www.econbiz.de/10000049341
Cover Image
Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos; Stengos, Thanasis - 1991
Persistent link: https://www.econbiz.de/10000137505
Cover Image
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A. - 1995
Persistent link: https://www.econbiz.de/10000903018
Cover Image
A test for iid residuals based on integrating over the correlation integral
Kočenda, Evžen - 1996
Persistent link: https://www.econbiz.de/10000953248
Cover Image
A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039
Cover Image
Testing for ARCH in ARCH-in-mean model
Beg, A. B. M. Rabiul Alam - 1997
Persistent link: https://www.econbiz.de/10000985366
Cover Image
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G. - 1998
Persistent link: https://www.econbiz.de/10000986762
Cover Image
Testing for arch in the presence of additive outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000966917
Cover Image
Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914254