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Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
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The consequences of seasonal adjustment for periodic autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: The econometrics journal 7 (2004) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10002463439
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Forecasting using the trend model with autoregressive errors
Falk, Barry; Roy, Anindya - In: International journal of forecasting 21 (2005) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10002687865
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Estimating the autoregressive parameter : recursive mean adjustment and the initial condition
Cook, Steven - In: Applied economics letters 12 (2005) 4, pp. 203-206
Persistent link: https://www.econbiz.de/10002698691
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Powerful and serial correlation robust tests of the economic convergence hypothesis
Sayginsoy, Özgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002707848
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El comportamiento del tipo de cambio de la peseta : raíces unitarias, correlación serial y persistencia
Gámez Amián, Consuelo; Torres, José L. - In: Estadística española : revista del Instituto Nacional … 40 (1998) 143, pp. 73-110
Persistent link: https://www.econbiz.de/10001484350
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Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - 2002
Persistent link: https://www.econbiz.de/10001720960
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On the asymptotic properties of some seasonal unit root tests
Taylor, Robert - 2002
Persistent link: https://www.econbiz.de/10001657891
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Distribution of the least squares estimator in a first-order autoregressive model
Ali, Mukhtar M. - In: Econometric reviews 21 (2002) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10001660019
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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10001660384