Narrow search
Showing 1 - 10 of 11
Cover Image
Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
Deng, Ai - In: Economics letters 107 (2010) 1, pp. 22-25
Persistent link: https://www.econbiz.de/10003970817
Cover Image
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Cover Image
A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
Cover Image
Does GNP have a unit root? : a re-evaluation
Perron, Pierre - In: Economics letters 23 (1987) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10001027059
Cover Image
A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-935
Persistent link: https://www.econbiz.de/10009683385
Cover Image
A simple modification to improve the finite sample properties of Ng and Perrons's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10003403999
Cover Image
Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
Deng, Ai - In: Economics letters 107 (2010) 1, pp. 22-26
Persistent link: https://www.econbiz.de/10008387149
Cover Image
A look at the quality of the approximation of the functional central limit theorem
Perron, P.; Mallet, S. - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10006779555
Cover Image
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10007390898
Cover Image
A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-936
Persistent link: https://www.econbiz.de/10010042088