Similar Search Results - EconBiz

Spurious regressions with stationary series

Granger, C. W. J.; Hyung, Namwon; Jeon, Yongil - In: Applied economics 33 (2001) 7, pp. 899-904

Persistent link: https://www.econbiz.de/10001583730

Model evaluation based on residual analysis of two similar models

Granger, C. W. J.; Jeon, Yongil - In: Applied economics 32 (2000) 7, pp. 861-867

Persistent link: https://www.econbiz.de/10001521994

Nonlinear mean-reversion to purchasing power parity : exponential smooth transition autoregressive models and stochastic unit root processes

Yoon, Gawon - In: Applied economics 42 (2010) 4/6, pp. 489-496

Nonlinear exponential smooth transition autoregressive (ESTAR) models are recently very popular in modelling the deviation from purchasing power parity. This article, shows that there is a close relation between the ESTAR models estimated in Taylor et al. (2001) and stochastic unit root (STUR)...

Persistent link: https://www.econbiz.de/10003951985

Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios

Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320

Persistent link: https://www.econbiz.de/10009380059

Does purchasing power parity hold sometimes? : regime switching in real exchange rates

Lee, Hwa Taek; Yoon, Gawon - In: Applied economics 45 (2013) 16/18, pp. 2279-294

Persistent link: https://www.econbiz.de/10009772329

Demand for cigarettes: a mixed binary-ordered probit approach

Yoon, Gawon - In: Applied economics 42 (2010) 4, pp. 413-427

Persistent link: https://www.econbiz.de/10008351737

Does purchasing power parity hold sometimes? Regime switching in real exchange rates

Lee, Hwa-Taek; Yoon, Gawon - In: Applied economics 45 (2013) 16, pp. 2279-2294

Persistent link: https://www.econbiz.de/10010053496

Structural breaks and smooth transition autoregressive processes: an application to the US stock value ratios

Yoon, Gawon - In: Applied economics 43 (2011) 18, pp. 2313-2321

Persistent link: https://www.econbiz.de/10009266199

Some comments on the evaluation of economic forecasts

Granger, C. W. J.; Newbold, P. - In: Applied economics 5 (1973) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10002517092

The effect of price on choice : a theoretical and empirical investigation

Sowter, A. P.; Gaber, A.; Granger, C. W. J. - In: Applied economics 3 (1971) 3, pp. 167-181

Persistent link: https://www.econbiz.de/10002842347

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