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Threshold vector error correction model and transaction cost variation
Machado Junior, Pedro C.; Chung, Chanjin; Ng'ombe, John N. - In: Applied economics 56 (2024) 42, pp. 5058-5071
Persistent link: https://www.econbiz.de/10014560520
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Examining impulse response functions in cointegrated systems
Naka, Atsuyuki - In: Applied economics 29 (1997) 12, pp. 1593-1603
Persistent link: https://www.econbiz.de/10001237706
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Lag length selection in vector autoregressive models : symmetric and asymmetric lags
Ozcicek, Omer; McMillin, W. Douglas - In: Applied economics 31 (1999) 4, pp. 517-524
Persistent link: https://www.econbiz.de/10001418812
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Efficiency of two-step estimators for censored systems of equations : Shonkwiler and Yen reconsidered
Tauchmann, Harald - In: Applied economics 37 (2005) 4, pp. 367-374
Persistent link: https://www.econbiz.de/10002644261
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Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki; Kakamu, Kazuhiko - In: Applied economics 54 (2022) 57, pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
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Identifiability of the misspecified split hazard models
Jaggia, Sanjiv - In: Applied economics 43 (2011) 22/24, pp. 3441-3447
Persistent link: https://www.econbiz.de/10009357355
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An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.; Tsimpanos, Apostolos - In: Applied economics 44 (2012) 34/36, pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
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Size and power properties of structural break unit root tests
Narayan, Paresh Kumar; Popp, Stephan - In: Applied economics 45 (2013) 4/6, pp. 721-728
Persistent link: https://www.econbiz.de/10009716397
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Costs of misspecification in break-model unit-root tests
Maican, Florín G.; Sweeney, Richard J. - In: Applied economics 46 (2014) 1/3, pp. 111-118
Persistent link: https://www.econbiz.de/10010354074