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A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
Phillips, G. D. A.; Harvey, A. C. - In: Economics Letters 15 (1984) 3-4, pp. 301-307
Persistent link: https://www.econbiz.de/10005275715
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Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Arino, Miguel A.; Newbold, Paul - In: Economics Letters 61 (1998) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10005296299
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Spurious regressions with stationary processes around linear trends
Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul - In: Economics Letters 83 (2004) 2, pp. 257-262
Persistent link: https://www.econbiz.de/10005296815
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Spurious nonlinear regressions in econometrics
Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - In: Economics Letters 87 (2005) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10005307667
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Seasonal unit root tests with seasonal mean shifts
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Economics Letters 76 (2002) 2, pp. 295-302
Persistent link: https://www.econbiz.de/10005269743
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Spurious number of breaks
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming - In: Economics Letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10005270004
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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos; Newbold, Paul - In: Economics Letters 52 (1996) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10005276029