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Do large recessions reduce output permanently?
Hosseinkouchack, Mehdi; Wolters, Maik H. - In: Economics letters 121 (2013) 3, pp. 515-519
Persistent link: https://www.econbiz.de/10010393037
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Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
Meng, Ming; Lee, Hyejin; Cho, Myeong-hyeon; Lee, Junsoo - In: Economics letters 120 (2013) 2, pp. 195-199
Persistent link: https://www.econbiz.de/10010127774
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A simple proposal to improve the power of income convergence tests
Lopes, Artur C. B. da Silva - In: Economics letters 138 (2016), pp. 92-95
Persistent link: https://www.econbiz.de/10011615525
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Response surface estimates of the LM unit root tests
Nazlıoğlu, Şaban; Lee, Junsoo - In: Economics letters 192 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012508574
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Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias - In: Economics letters 49 (1995) 4, pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
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High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony - In: Economics letters 54 (1997) 1, pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
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The functional central limit theorem for ARMA-GARCH processes
Lee, Oesook - In: Economics letters 121 (2013) 3, pp. 432-435
Persistent link: https://www.econbiz.de/10010392236
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381
Persistent link: https://www.econbiz.de/10010495168