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Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon - In: Applied economics letters 17 (2010) 7/9, pp. 797-803
Persistent link: https://www.econbiz.de/10003996726
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Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos; Ordóñez, Javier - In: Applied economics letters 21 (2014) 13/15, pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
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Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics letters 10 (2003) 15, pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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Estimating cointegrating vectors using near unit root variables
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Applied economics letters 11 (2004) 12, pp. 781-784
Persistent link: https://www.econbiz.de/10002244549
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
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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
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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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Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
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Nonlinear trend stationarity in global and hemispheric temperatures
Lai, Kon S.; Yoon, Mann J. - In: Applied economics letters 25 (2018) 1, pp. 15-18
Persistent link: https://www.econbiz.de/10011853576
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Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel - In: Applied economics letters 21 (2014) 13/15, pp. 882-886
Persistent link: https://www.econbiz.de/10010418326