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Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga - In: Economics letters 134 (2015), pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Studying growth in the modern classical approach : theoretical and empirical implications for the analysis of potential output
Palumbo, Antonella - In: Review of political economy 27 (2015) 3, pp. 282-307
Persistent link: https://www.econbiz.de/10011436178
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The multivariate Beveridge-Nelson decomposition with I (1) and I (2) series
Mursawa, Yasumoto - In: Economics letters 137 (2015), pp. 157-162
Persistent link: https://www.econbiz.de/10011436356
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Can the hysteresis hypothesis in Spanish regional unemployment be beaten? : new evidence from unit root tests with breaks
García-Cintado, Alejandro; Romero-Ávila, Diego; … - In: Economic modelling 47 (2015), pp. 244-252
Persistent link: https://www.econbiz.de/10011439106
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Predictive analytics on CSI 300 index based on ARIMA and RBF-ANN combined model
Yang, Lyuxun; Cheng, Xi - In: Journal of mathematical finance 5 (2015) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10011439144
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Long-run monetary neutrality under stochastic and deterministic trends
Ventosa-Santaulària, Daniel; Noriega-Muro, Antonio E. - In: Economic modelling 47 (2015), pp. 372-382
Persistent link: https://www.econbiz.de/10011439455
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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima - In: Journal of time series econometrics 8 (2016) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10011440481