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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Bartlett corrections in cointegration testing
Jacobson, Tor; Larsson, Rolf - 1996
Persistent link: https://www.econbiz.de/10000953744
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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The Hodrick-Prescott filter, a generalisation, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - 1996
Persistent link: https://www.econbiz.de/10000955815
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Specification error in least squares estimation of the AR(1) model
Lindén, Mikael - 1996
Persistent link: https://www.econbiz.de/10000955970
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Parametric and nonparametric augmented GPH estimation
Wilkins, Nigel P. - 1997
Persistent link: https://www.econbiz.de/10000956344
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Metodi econometrici di base per l'analisi delle serie storiche : alcune applicazioni pratiche su personal computer
Golinelli, Roberto - 1994
Persistent link: https://www.econbiz.de/10000957746