Narrow search
Showing 1 - 10 of 16
Cover Image
Tests of bias in log-periodogram regression
Davidson, James E. H.; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-86
Persistent link: https://www.econbiz.de/10003818334
Cover Image
A non-linear error correction mechanism based on the bilinear model
Peel, David - In: Economics letters 58 (1998) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
Cover Image
A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H. - In: Economics letters 59 (1998) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
Cover Image
Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
Cover Image
A new consistency proof for HAC variance estimators
Davidson, James E. H. - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012500839
Cover Image
Tests of bias in log-periodogram regression
Davidson, James; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-86
Persistent link: https://www.econbiz.de/10008170741
Cover Image
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Krämer, Walter - In: Economics letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10007259472
Cover Image
Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-273
Persistent link: https://www.econbiz.de/10009825467
Cover Image
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 117 (2012) 1, pp. 268-272
Persistent link: https://www.econbiz.de/10010018230
Cover Image
Tests of bias in log-periodogram regression
Davidson, James; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-87
Persistent link: https://www.econbiz.de/10008882501