Narrow search
Showing 1 - 10 of 12,854
Cover Image
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
Cover Image
GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
Cover Image
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
Cover Image
Estimation of nonlinear error correction models
Seo, Myung Hwan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428320
Cover Image
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
Cover Image
Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
Cover Image
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
Cover Image
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
Cover Image
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Cover Image
Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010405202