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Testing for general fractional integration in the time domain
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Econometric theory 25 (2009) 6, pp. 1793-1828
Persistent link: https://www.econbiz.de/10003904445
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UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
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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) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10006962884
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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) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10006965155
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ARTICLES - Near Seasonal Integration
Rodrigues, Paulo M.M. - In: Econometric theory 17 (2001) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10006980333
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes
Rodrigues, Paulo M.M. - In: Econometric theory 15 (1999) 5, pp. 783-785
Persistent link: https://www.econbiz.de/10006986830
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PROBLEMS AND SOLUTIONS - PROBLEMS - Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes
Rodrigues, Paulo M.M. - In: Econometric theory 14 (1998) 5, pp. 687
Persistent link: https://www.econbiz.de/10006991439
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LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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Reasonable Spurious Regressions
Hassler, Uwe - In: Econometric theory 12 (1996) 4, pp. 743
Persistent link: https://www.econbiz.de/10007003399
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A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
Hassler, Uwe; Breitung, Jörg - In: Econometric theory 22 (2006) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10007393746