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A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.; McAleer, Michael - 1987 - Rev.
Persistent link: https://www.econbiz.de/10000724797
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The Bayesian approach to recursive state estimation : implementation and application
Kramer, Stuart C. - 1985
Persistent link: https://www.econbiz.de/10000772807
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993
Persistent link: https://www.econbiz.de/10000872012
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Further curiosa in 'spurious' cointegration
O'Brien, Raymond J. - 1997
Persistent link: https://www.econbiz.de/10000626099
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On the size and power of system tests for cointegration
Bewley, Ronald; Yang, Minxian - 1996
Persistent link: https://www.econbiz.de/10000589207