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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001759688
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - In: Journal of econometrics 117 (2003) 2, pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend - 1995
Persistent link: https://www.econbiz.de/10000534105
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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10003333696
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Estimation of nonlinear error correction models
Seo, Myung Hwan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428320
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing - In: Economics letters 130 (2015), pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009659181