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Discussion papers in economics
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Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
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Taylor, Robert
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1998
Persistent link: https://www.econbiz.de/10001396969
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On the definitions of (co-)integration
Abadir, Karim M.
;
Taylor, A. M. Robert
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1997
Persistent link: https://www.econbiz.de/10001370503
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
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1997
Persistent link: https://www.econbiz.de/10001372320
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