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Tests for covariance stationarity and white noise, with an application to euro/US dollar exchange rate : an approach based on the evolutionary spectral density
Ahamada, Ibrahim - In: Economics letters 77 (2002) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001705554
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A better way to bootstrap pairs
Flachaire, Emmanuel - In: Economics letters 64 (1999) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001399298
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Erratum to "Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density" (Economics Letters 77 (2002) 177-186)
Ahamada, Ibrahim; Boutahar, Mohamed - In: Economics letters 78 (2003) 2, pp. 293
Persistent link: https://www.econbiz.de/10006764533
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Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density
Ahamada, Ibrahim - In: Economics letters 77 (2002) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10006765717