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A Generalized Method of Moments Estimator for Long-Memory Processes.
Tieslau, M.A.; Schmidt, P.; Baillie, R.T. - Economics Department, Michigan State University - 1992
Persistent link: https://www.econbiz.de/10005671948
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ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY
BAILLIE, R.T. - Economics Department, Michigan State University - 1988
Persistent link: https://www.econbiz.de/10005671953
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Unit Root Tests Based on Instrumental Variables Estimation.
Lee, J.; Schmidt, P. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005671957
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Jamming Private Valued, Private Signals.
Creane, A.; Hall, M. - Economics Department, Michigan State University - 1992
Persistent link: https://www.econbiz.de/10005671959
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The Long Memory of the Foreward Premium.
Baillie, R.T.; Bollerslev, T. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671961
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A Lond Memory and Variability of Inflation: A Reappraisal of The Friedman Hypothesis.
Baillie, R.T.; Chung, C.F.; Tieslau, M.A. - Economics Department, Michigan State University - 1992
Persistent link: https://www.econbiz.de/10005671964
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DICKEY-FULLER TESTS WITH DRIFT
SCHMIDT, P. - Economics Department, Michigan State University - 1988
Persistent link: https://www.econbiz.de/10005671965
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Cointegration, Fractional Cointegration, and Exchange RAte Dynamics.
Baillie, R.T.; Bollerslev, T. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671969
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On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives.
Lee, D.; Schmidt, P. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671977
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on the Power of Dickey-Fuller Unit Root Tests Against Stationary Fractionally-Integrated Alternatives.
Lee, D. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671978