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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives
Su, Jen-je - In: Applied economics letters 10 (2003) 10, pp. 637-641
Persistent link: https://www.econbiz.de/10001801943
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
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KPSS test and model misspecifications
Hadri, Kaddour; Rao, Yao - In: Applied economics letters 16 (2009) 10/12, pp. 1187-1190
Persistent link: https://www.econbiz.de/10003886697
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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Tactical factor allocation for multifactor portfolios
Kim, Saejoon - In: Applied economics letters 29 (2022) 9, pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
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Multivariate filter estimation and ARDL model analysis of China's potential output
Dong, Qi; Liu, Xiangbo - In: Applied economics letters 25 (2018) 18, pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401
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Credit spread and employment growth : a time-varying relationship?
Nordström, Martin - In: Applied economics letters 28 (2021) 1, pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
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Unit roots versus trend stationarity in growth rate estimation
Baffes, John; Le Vallee, Jean-Charles - In: Applied economics letters 10 (2003) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001725678
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Critical values for testing a unit root in finite samples from the MA(1)
Halkos, George E.; Kevork, Illias S. - In: Applied economics letters 14 (2007) 1/3, pp. 191-195
Persistent link: https://www.econbiz.de/10003448468