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FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION.
LEE, J. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005646700
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MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE.
BAILLIE, R.T.; MYERS, R.J. - Economics Department, Michigan State University - 1989
Persistent link: https://www.econbiz.de/10005781222
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Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?
Kwiatkowski, D.; Phillips, P.C.B.; Schmidt, P. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781225
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Testing forUnit Root in the Presence of Deterministic Trends.
Schmidt, P.; Phillips, P.C.B. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781228
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PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.; BOLLERSLEV, R.T. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781229