Narrow search
Showing 1 - 10 of 82
Cover Image
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
Cover Image
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
Cover Image
Sample partial autocorrelations and portmanteau tests for randomness
Kwan, Andy Cheuk-chiu - In: Applied economics letters 10 (2003) 10, pp. 605-609
Persistent link: https://www.econbiz.de/10001801903
Cover Image
Estimating the autoregressive parameter : recursive mean adjustment and the initial condition
Cook, Steven - In: Applied economics letters 12 (2005) 4, pp. 203-206
Persistent link: https://www.econbiz.de/10002698691
Cover Image
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process : a Monte Carlo study and exmpirical example
Kwan, Andy Cheuk-chiu; Wu, Yangru - In: Applied economics letters 12 (2005) 3, pp. 133-139
Persistent link: https://www.econbiz.de/10002621028
Cover Image
Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data
Cho, Seong-hoon; Lambert, Dayton M.; Chen, Zhuo - In: Applied economics letters 17 (2010) 7/9, pp. 767-772
Persistent link: https://www.econbiz.de/10003996711
Cover Image
Spatial autocorrelation in the European air navigation system
Button, Kenneth John; Neiva, Rui - In: Applied economics letters 20 (2013) 13/15, pp. 1431-1434
Persistent link: https://www.econbiz.de/10010203366
Cover Image
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng; Chang, Tsangyao; Lee, Chia-hao - In: Applied economics letters 19 (2012) 7/9, pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Cover Image
Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue; Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i - In: Applied economics letters 19 (2012) 4/6, pp. 569-573
Persistent link: https://www.econbiz.de/10009630671
Cover Image
Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration
Pan, Guochen; Chang, Tsangyao; Tang, De-piao; Lee, Chia-hao - In: Applied economics letters 19 (2012) 7/9, pp. 857-862
Persistent link: https://www.econbiz.de/10009631817