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Variance ratio tests for a unit root in the presence of a mean shift : small sample properties and an application to purchasing power parity
Maki, Daiki - In: Applied financial economics 16 (2006) 8, pp. 607-615
Persistent link: https://www.econbiz.de/10003328492
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Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki - In: Applied financial economics 16 (2006) 17, pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
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Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework
Maki, Daiki - In: Applied financial economics 16 (2006) 17, pp. 1301-1308
Persistent link: https://www.econbiz.de/10007619203
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Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity
Maki, Daiki - In: Applied financial economics 16 (2006) 8, pp. 607-616
Persistent link: https://www.econbiz.de/10007633489