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On stationary tests in the presence of structural breaks
Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol - In: Economics Letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10005269937
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The Beveridge-Nelson decomposition of Markov-switching processes
Chen, Chao-Chun; Tsay, Wen-Jen - In: Economics Letters 91 (2006) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10005297211
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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-Jen - In: Economics Letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10005307393
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Long memory story of the real interest rate
Tsay, Wen-Jen - In: Economics Letters 67 (2000) 3, pp. 325-330
Persistent link: https://www.econbiz.de/10005270541