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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph (contributor);  … - 2005
under very general conditions and simulation evidence shows that the tests perform better than the standard Phillips …
Persistent link: https://www.econbiz.de/10002926863
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Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models
Bierens, Herman J. - 1996 - 1. paperback ed.
Persistent link: https://www.econbiz.de/10000554485
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Messy data : missing observations, outliers, and mixed-frequency data
Hill, Rufus Carter (contributor) - 1999
approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern …
Persistent link: https://www.econbiz.de/10009628680
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Essays in nonlinear time series econometrics
Haldrup, Niels (ed.) - 2014 - 1. ed.
Persistent link: https://www.econbiz.de/10010382231
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Applied time series econometrics
Lütkepohl, Helmut (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001851355
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Ökonometrie : mathematische Theorie und Anwendungen
Löbus, Jörg-Uwe - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001594440
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Time series econometrics
Perron, Pierre (ed.) - 2019
Persistent link: https://www.econbiz.de/10011789580
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Unit roots and trend breaks
Perron, Pierre (ed.) - 2019
Persistent link: https://www.econbiz.de/10011995529
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Structural change
Perron, Pierre (ed.) - 2019
Persistent link: https://www.econbiz.de/10011995535
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Financial econometrics using Stata
Boffelli, Simona; Urga, Giovanni - 2016
Persistent link: https://www.econbiz.de/10013550838