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Externalities of investment and endogenous growth : theory and time series evidence
Greiner, Alfred; Semmler, Willi - In: Structural change and economic dynamics : SC+ED 12 (2001) 3, pp. 295-310
Persistent link: https://www.econbiz.de/10001645747
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On time series modeling of Nigeria's external reserves
Doguwa, Sani I.; Alade, Sarah O. - In: CBN journal of applied statistics 6 (2015) 1, pp. 1-28
This paper proposes three short-term forecasting models for the adjusted external reserves using the seasonal autoregressive integrated moving average (SARIMA), seasonal autoregressive integrated moving average with an exogenous input (SARIMA-X) and an autoregressive distributed lag (ARDL)...
Persistent link: https://www.econbiz.de/10011473622
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567
Persistent link: https://www.econbiz.de/10003464306
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Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard; Lunde, Asger - 2010
Persistent link: https://www.econbiz.de/10003934448
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Specification testing for regression models with dependent data
Hidalgo, Javier (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492519
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10003942044
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Comment on "Chaotic monetary dynamics with confidence"
Barnett, William A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003734993
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B. (contributor); Sun, Yixiao (contributor) - 2004
Persistent link: https://www.econbiz.de/10003761525