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The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M.M.; Rubia, Antonio - In: Economics letters 89 (2005) 3, pp. 262-268
Persistent link: https://www.econbiz.de/10006749622
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Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M.M.; Rubia, Antonio - In: Economics letters 97 (2007) 2, pp. 133-137
Persistent link: https://www.econbiz.de/10007795263
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M.M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10007259457
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Spurious regressions when stationary regressors are included
Hassler, Uwe - In: Economics letters 50 (1996) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
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Testing regression coefficients after model selection through sign restrictions
Hassler, Uwe - In: Economics letters 107 (2010) 2, pp. 220-223
Persistent link: https://www.econbiz.de/10003991941
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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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Persistence under temporal aggregation and differencing
Hassler, Uwe - In: Economics letters 124 (2014) 2, pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
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Multicointegration under measurement errors
Hassler, Uwe - In: Economics letters 96 (2007) 1, pp. 38-44
Persistent link: https://www.econbiz.de/10003485780
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Ergodic for the mean
Hassler, Uwe - In: Economics letters 151 (2017), pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
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Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Economics letters 97 (2007) 2, pp. 133-137
Persistent link: https://www.econbiz.de/10003575417