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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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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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Serial correlation, drift and range unit root testing
Cook, Steven - In: Applied economics letters 17 (2010) 10/12, pp. 939-944
Persistent link: https://www.econbiz.de/10008698548
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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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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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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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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