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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~person:"Gupta, Rangan"
~person:"Kose, Nezir"
~subject:"Zeitreihenanalyse"
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The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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2
The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan
;
Kose, Nezir
;
Yalcin, Yeliz
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
Saved in:
3
Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Kose, Nezir
;
Ucar, Nuri
- In:
Applied economics letters
13
(
2006
)
4
,
pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
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