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Limited-dependent rational expectations models with stochastic thresholds
Pesaran, M.H.; Ruge-Murcia, F.J. - In: Economics letters 51 (1996) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10006797002
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M.H.; Timmermann, A.G. - In: Economics letters 44 (1994) 1-2, pp. 1-8
Persistent link: https://www.econbiz.de/10006802583
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On stationary tests in the presence of structural breaks
Lee, J.; Huang, C.J.; Shin, Y. - In: Economics letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10006791428
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Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem - In: Economics letters 58 (1998) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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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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On stationary tests in the presence of structural breaks
Lee, Junsoo - In: Economics letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
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Nonlinear mean reversion in real exchange rates
Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol - In: Economics letters 77 (2002) 3, pp. 411-417
Persistent link: https://www.econbiz.de/10001711523
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Taxation and the asymmetric adjustment of selected retail energy prices in the UK
Greenwood-Nimmo, Matthew; Shin, Yongcheol - In: Economics letters 121 (2013) 3, pp. 411-416
Persistent link: https://www.econbiz.de/10010392158
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GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380
Persistent link: https://www.econbiz.de/10003768791