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Zeitreihenanalyse
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Wild, Phillip
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Foster, John
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Hinich, Melvin J.
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Macroeconomic dynamics
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Department of Economics discussion papers / The University of Queensland
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ECONIS (ZBW)
9
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1
Size and power properties of the AH test of evolutionary change
Wild, Phillip
- In:
Macroeconomic dynamics
5
(
2001
)
5
,
pp. 748-763
Persistent link: https://www.econbiz.de/10001639590
Saved in:
2
The application of time-varying spectra to detect evolutionary change in economic processes
Foster, John
-
1995
Persistent link: https://www.econbiz.de/10000923144
Saved in:
3
The logistic diffusion approach to econometric modelling in the presence of evolutionary change
Foster, John
-
1995
Persistent link: https://www.econbiz.de/10000923145
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4
Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.
;
Wild, Phillip
- In:
Macroeconomic dynamics
5
(
2001
)
3
,
pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
Saved in:
5
Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations
Hinich, Melvin J.
;
Foster, John
;
Wild, Phillip
- In:
Macroeconomic dynamics
13
(
2009
)
4
,
pp. 523-534
Persistent link: https://www.econbiz.de/10003888730
Saved in:
6
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip
;
Foster, John
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
Saved in:
7
On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data
Wild, Phillip
;
Foster, John
-
2012
Persistent link: https://www.econbiz.de/10009563439
Saved in:
8
Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.
;
Foster, John
;
Wild, Phillip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
Saved in:
9
Comments on "Structural change in macroeconomic time series"
Rothman, Philip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
Saved in:
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