Narrow search
Showing 1 - 5 of 5
Cover Image
GARCH (1,1) processes are near epoch dependent
Hansen, Bruce E. - In: Economics letters 36 (1991) 2, pp. 181-186
Persistent link: https://www.econbiz.de/10001107947
Cover Image
Misinterpreting the dynamic effects of aggregate demand and supply disturbances
Quah, Danny - In: Economics letters 49 (1995) 3, pp. 247-250
Persistent link: https://www.econbiz.de/10001188149
Cover Image
Exploiting cross-section variation for unit root inference in dynamic data
Quah, Danny - In: Economics letters 44 (1994) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10001164052
Cover Image
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Quah, Danny - In: Economics letters 33 (1990) 2, pp. 133-140
Persistent link: https://www.econbiz.de/10001088187
Cover Image
A simple nonlinear time series model with misleading linear properties
Granger, Clive W.J.; Teräsvirta, Timo - In: Economics letters 62 (1999) 2, pp. 161-166
Persistent link: https://www.econbiz.de/10006786393