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Essays on spurious long memory time series
Busch, Marie Theres, (2018)
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
The effect of nonzero autocorrelation coefficients on the distributions of Durbin-Watson test estimator : three autoregressive models
Lee, Mei-Yu, (2014)
Testing for first order serial correlation in temporally aggregated regression models
Pereira, Pedro L. Valls, (2015)
Co-integração e suas representações : uma resenha
Pereira, Pedro L. Valls, (1991)
Exact likelihood function for a regression model with MA(1) errors
Pereira, Pedro L. Valls, (1987)