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The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Prazmowski, Peter A. - In: Applied economics letters 12 (2005) 3, pp. 155-160
Persistent link: https://www.econbiz.de/10002621336
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Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi - In: Applied economics letters 21 (2014) 13/15, pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
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An empirical test for Okun's law using a smooth time-varying parameter approach : evidence from East Asian countries
Kim, Myeong Jun; Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 22 (2015) 10/12, pp. 788-795
Persistent link: https://www.econbiz.de/10011286083
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The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan; Köse, Nezir; Yalcin, Yeliz - In: Applied economics letters 15 (2008) 1/3, pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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Estimating growth rate in the presence of serially correlated errors
Altinay, Galip - In: Applied economics letters 10 (2003) 15, pp. 967-970
Persistent link: https://www.econbiz.de/10001876682
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Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Köse, Nezir; Ucar, Nuri - In: Applied economics letters 13 (2006) 4, pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
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Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria - In: Applied economics letters 25 (2018) 10, pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
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The stationarity of Australian real interest rates with and without structural breaks
Felmingham, Bruce S.; Leong, Su San - In: Applied economics letters 10 (2003) 4, pp. 239-241
Persistent link: https://www.econbiz.de/10001749004