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~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Forecasting model"
~subject:"Time series analysis"
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Economics letters
Working paper / National Bureau of Economic Research, Inc.
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001493300
Saved in:
3
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
4
Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.
;
Tay, Anthony S. A.
;
Wallis, …
-
1997
Persistent link: https://www.econbiz.de/10000642829
Saved in:
5
On stationary tests in the presence of structural breaks
Lee, Junsoo
- In:
Economics letters
55
(
1997
)
2
,
pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
Saved in:
6
Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S.
- In:
Economics letters
55
(
1997
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
Saved in:
7
Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J.
- In:
Economics letters
50
(
1996
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
Saved in:
8
Testing for unit roots in flow data sampled at different frequencies
Ng, Serena
- In:
Economics letters
47
(
1995
)
3
,
pp. 237-242
Persistent link: https://www.econbiz.de/10001178231
Saved in:
9
Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
- In:
Economics letters
45
(
1994
)
2
,
pp. 169-174
Persistent link: https://www.econbiz.de/10001163976
Saved in:
10
The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H.
- In:
Economics letters
41
(
1993
)
4
,
pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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