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A re-examination of the stationarity of inflation
Cook, Steven - In: Journal of applied econometrics 24 (2009) 6, pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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EViews 7.2
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 27 (2012) 7, pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
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Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
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The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10001100785
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A. - In: Journal of applied econometrics 16 (2001) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
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Spatial price competition : a semiparametric approach
Pinkse, Joris; Slade, Margaret Emily; Brett, Craig - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1111-1153
Persistent link: https://www.econbiz.de/10001688043
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455