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Spurious logarithms and the KPSS statistic
Jong, Robert M. de; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
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A note on the size of the KPSS unit root test
Su, Jen-Je; Amsler, Christine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-700
Persistent link: https://www.econbiz.de/10010042026
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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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Spurious logarithms and the KPSS statistic
de Jong, Robert M.; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-392
Persistent link: https://www.econbiz.de/10006767245
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Convergence of averages of scaled functions of I (1) linear processes
Jong, Robert M. de - In: Economics letters 71 (2001) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10001564052
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Logarithmic spurious regressions
Jong, Robert M. de - In: Economics letters 81 (2003) 1, pp. 13-21
Persistent link: https://www.econbiz.de/10001796375
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A location model with an endogenous dummy variable
Jong, Robert M. de - In: Economics letters 195 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012510064
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Term structure variance bounds and time varying liquidity premia
Amsler, Christine - In: Economics letters 16 (1984) 1/2, pp. 137-144
Persistent link: https://www.econbiz.de/10001826839
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Consistency of the stationary bootstrap under weak moment conditions
Gonçalves, Sílvia; Jong, Robert M. de - In: Economics letters 81 (2003) 2, pp. 273-278
Persistent link: https://www.econbiz.de/10001826160
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A note on nonlinear models with integrated regressors and convergence order results
Jong, Robert M. de; Hu, Ling - In: Economics letters 111 (2011) 1, pp. 23-25
Persistent link: https://www.econbiz.de/10009241367