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Impulse response functions for periodic integration
Breitung, J.; Franses, P.H. - In: Economics letters 55 (1997) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10006791709
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Spurious deterministic seasonality
Franses, P.H.; Hylleberg, S.; Lee, H.S. - In: Economics letters 48 (1995) 3-4, pp. 249-256
Persistent link: https://www.econbiz.de/10006798274
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Testing for periodic integration
Boswijk, H.P.; Franses, P.H. - In: Economics letters 48 (1995) 3-4, pp. 241-248
Persistent link: https://www.econbiz.de/10006798275
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A method to select between periodic cointegration and seasonal cointegration
Franses, P.H. - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10006807067
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Recursive estimation and generated regressors
McAleer, Michael - In: Economics letters 39 (1992) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
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The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu; McAleer, Michael - In: Economics letters 123 (2014) 3, pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
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Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo; McAleer, Michael; Wong, Wing Keung - In: Economics letters 102 (2009) 3, pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - In: Economics letters 161 (2017), pp. 52-55
Persistent link: https://www.econbiz.de/10011903867