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Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes
Choi, In - In: Economics Letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10005361704
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Sampling frequency and the power of tests for a unit root: A simulation study
Choi, In; Chung, Bhum Suk - In: Economics Letters 49 (1995) 2, pp. 131-136
Persistent link: https://www.econbiz.de/10005361946
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Effects of data aggregation on the power of tests for a unit root : A simulation study
Choi, In - In: Economics Letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10005297075
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A lag augmentation test for the cointegrating rank of a VAR process
Lutkepohl, Helmut; Saikkonen, Pentti - In: Economics Letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10005158775
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Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics Letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10005296307
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Power of the Lagrange multiplier test for testing an autoregressive unit root
Luukkonen, Ritva; Saikkonen, Pentti - In: Economics Letters 51 (1996) 1, pp. 27-35
Persistent link: https://www.econbiz.de/10005269644