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Tests for seasonal unit roots : general to specific or specific to general?
Hylleberg, Svend - 1993
Persistent link: https://www.econbiz.de/10000859738
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"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
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Linearity testing and nonlinear modelling of economic time series
Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000860384
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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State space and ARMA models : an overview of the equivalence
Gilbert, Paul D. - 1993
Persistent link: https://www.econbiz.de/10000860508
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Univariate properties of the Korean economic time series
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000861247
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The impact of empirical accuracy studies on time series analysis and forecasting
Fildes, Robert; Makridakis, Spyros G. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000861891
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Sharing stochastic trends
Pellegrini, Guido - 1992 - Rev
Persistent link: https://www.econbiz.de/10000861948