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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph; Czudaj, Robert - 2013
This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when there are structural breaks in the innovation...
Persistent link: https://www.econbiz.de/10010343777
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A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence
Patterson, Douglas M.; Ashley, Richard A. - 2000
Persistent link: https://www.econbiz.de/10001425839
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Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Gavin, William T. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003507821
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Mathematical model building in economics and industry ; Series 1
1968
Persistent link: https://www.econbiz.de/10000587059
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Classification and Clustering in Business Cycle Analysis
Heilemann, Ullrich (ed.) - 2007
appropriate combination of data and of theory caused the RWI Essen and the Statistical Department of the University of Dortmund in …
Persistent link: https://www.econbiz.de/10014316054
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Classification and clustering in business cycle analysis
Heilemann, Ullrich (ed.); Weihs, Claus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003406475
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Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee; Bordignon, Silvano - In: Econometric reviews 28 (2009) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10003800644
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Estimating the effects of fiscal polity in OECD countries : international seminar on macroeconomics
Perotti, Roberto - 2002
Persistent link: https://www.econbiz.de/10013434491