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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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Partial GLS regression
Qian, Hailong; Schmidt, Peter - In: Economics letters 79 (2003) 3, pp. 385-392
Persistent link: https://www.econbiz.de/10001755298
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10006785973
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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Some results on testing for stationarity using data detrended in differences
Schmidt, Peter - In: Economics letters 41 (1993) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun - In: Economics letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
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A modification of the Schmidt-Phillips unit root test
Schmidt, Peter - In: Economics letters 36 (1991) 3, pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
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Extended tabulations for Dickey-Fuller tests
Guilkey, David K. - In: Economics letters 31 (1989) 4, pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
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Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
Kim, Kihwan - In: Economics letters 34 (1990) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10001096915