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A Bayesian analysis of periodic integration
Franses, Philip H.; Koop, Gary - 1994
Persistent link: https://www.econbiz.de/10000122538
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Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - 1992
Persistent link: https://www.econbiz.de/10000852381
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000966951
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - 1997
Persistent link: https://www.econbiz.de/10000973971
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Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary (contributor) - 1995
Persistent link: https://www.econbiz.de/10000918205
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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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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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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335
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Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert; Leybourne, Stephen James - In: The Manchester School 67 (1999) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
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Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492