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Outlier detection algorithms for least squares time series regression

Johansen, Søren; Nielsen, Bent - 2014

Persistent link: https://www.econbiz.de/10010405202

Properties of recursive trend-adjusted unit root tests

Rodriguez, Paulo M. M. - In: Economics letters 91 (2006) 3, pp. 413-419

Persistent link: https://www.econbiz.de/10003333696

Essays on theoretical and empirical aspects of structural break models

Yabu, Tomoyoshi - 2006

Persistent link: https://www.econbiz.de/10003380112

Estimating deterministic trends with an integrated or stationary noise component

Perron, Pierre; Yabu, Tomoyoshi - 2006

Persistent link: https://www.econbiz.de/10003270065

Lopez, Claude (contributor) - 2008

Persistent link: https://www.econbiz.de/10003732589

Estimation of nonlinear error correction models

Seo, Myung Hwan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428320

Semiparametric sieve-type GLS inference in regressions with long-range dependence

Kapetanios, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428547

Cointegration in fractional systems with deterministic trends

Robinson, Peter M.; Iacone, Fabrizio - In: Journal of econometrics 129 (2005) 1/2, pp. 263-298

Persistent link: https://www.econbiz.de/10003172781

The OLS Warming Trend at Nuuk, Greenland : A Note

Munshi, Jamal - 2016

The deseasonalized monthly mean surface temperature time series for Nuuk, Greenland in the 148-year sample period 1866-2013 shows a statistically significant OLS warming trend of 0.1C per decade. Rescaled range analysis of the deseasonalized and detrended residuals reveals a high value of the...

Persistent link: https://www.econbiz.de/10012992768

Stationarity of econometric learning with bounded memory and a predicted state variable

Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing - In: Economics letters 130 (2015), pp. 93-96

Persistent link: https://www.econbiz.de/10011422420

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