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GARCH with omitted persistent covariate
Han, Heejoon; Park, Joon Y. - In: Economics letters 124 (2014) 2, pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Lee, Hyejin; Meng, Ming; Lee, Junsoo - In: Economics letters 117 (2012) 1, pp. 214-216
Persistent link: https://www.econbiz.de/10009697821
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Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
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Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan - In: Economics letters 120 (2013) 3, pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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A nonparametric unit root test under nonstationary volatility
Eroğlu, Burak Alparslan; Yigit, Taner M. - In: Economics letters 140 (2016), pp. 6-10
Persistent link: https://www.econbiz.de/10011615687
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Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32
Persistent link: https://www.econbiz.de/10011619779