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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A. - 1994
Persistent link: https://www.econbiz.de/10000897123
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Wavelet basis selection for regression by cross-validation
Greenblatt, Seth A. - 1995
Persistent link: https://www.econbiz.de/10000903020
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124
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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000897126
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A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A. - 1995
Persistent link: https://www.econbiz.de/10000903018
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911564
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781