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NEAR SEASONAL INTEGRATION

RODRIGUES, PAULO M.M. - In: Econometric Theory 17 (2001) 01, pp. 70-86

Persistent link: https://www.econbiz.de/10005411719

ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL

Rodrigues, Paulo M.M.; Taylor, A.M. Robert - In: Econometric Theory 20 (2004) 04, pp. 645-670

Persistent link: https://www.econbiz.de/10005411741

THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

Castro, Tomás del Barrio; Rodrigues, Paulo M.M.; … - In: Econometric Theory 29 (2013) 06, pp. 1289-1313

Persistent link: https://www.econbiz.de/10011067357

UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION

L tkepohl, Helmut; Rodrigues, Paulo M.M. - In: Econometric Theory 24 (2008) 01, pp. 1-6

Persistent link: https://www.econbiz.de/10005610448

ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES

Rodrigues, Paulo M.M.; Taylor, A.M. Robert - In: Econometric Theory 20 (2004) 01, pp. 95-115

Persistent link: https://www.econbiz.de/10005250120

LONG MEMORY TESTING IN THE TIME DOMAIN

Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe - In: Econometric Theory 24 (2008) 01, pp. 176-215

Persistent link: https://www.econbiz.de/10005411834

Reasonable Spurious Regressios

Hassler, Uwe - In: Econometric Theory 12 (1996) 04, pp. 743-744

Persistent link: https://www.econbiz.de/10005411978

A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION

Hassler, Uwe; Breitung, J rg - In: Econometric Theory 22 (2006) 06, pp. 1091-1111

Persistent link: https://www.econbiz.de/10005610528

IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY

Hassler, Uwe; Kokoszka, Piotr - In: Econometric Theory 26 (2010) 06, pp. 1855-1861

Fractionally integrated time series, which have become an important modeling tool over the last two decades, are obtained by applying the fractional filter <inline-graphic>null</inline-graphic> to a weakly dependent (short memory) sequence. Weakly dependent sequences are characterized by absolutely summable impulse response...

Persistent link: https://www.econbiz.de/10008739903