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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221
Persistent link: https://www.econbiz.de/10001690295
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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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Non-nested tests for competing US narrow money demand functions
Chen, Yi-ting - In: Economic modelling 23 (2006) 2, pp. 339-363
Persistent link: https://www.econbiz.de/10003299396
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Are the markets for financial assets efficient? : evidence for the USA, 1974 - 88
Uri, Noel Dean - In: Economic modelling 7 (1990) 4, pp. 388-394
Persistent link: https://www.econbiz.de/10001095114
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Predictable and profitable price patterns : evidence from US interest rates
Moorthy, Vivek - In: Economics letters 51 (1996) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10001199671
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Market timing : a test of a charting heuristic
Leigh, William; Paz, Noemi; Purvis, Russell - In: Economics letters 77 (2002) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001698614
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The predictive ability and profitability of technical trading rules : does company size matter?
Bokhari, Jawaad; Cai, Charlie X.; Hudson, Robert; … - In: Economics letters 86 (2005) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10002516148
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Measuring the degree of time varying market inefficiency
Ito, Mikio; Sugiyama, Shunsuke - In: Economics letters 103 (2009) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10003839021
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The Forbes 400 and the Pareto wealth distribution
Klass, Oren S.; Biham, Ofer; Levy, Moshe; Malcai, Ofer; … - In: Economics letters 90 (2006) 2, pp. 290-295
Persistent link: https://www.econbiz.de/10003276135