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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen - In: Economics letters 70 (2001) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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On the Hsiao definition of non-causality
Triacca, Umberto - In: Economics letters 66 (2000) 3, pp. 261-264
Persistent link: https://www.econbiz.de/10001448936
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael - In: Economics letters 64 (1999) 1, pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
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A simple nonlinear filter for economic time series analysis
Wen, Yi; Zeng, Bing - In: Economics letters 64 (1999) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
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Currency devaluation, aggregate output, and the long run : an empirical study
Upadhyaya, Kamal Prasad - In: Economics letters 64 (1999) 2, pp. 197-202
Persistent link: https://www.econbiz.de/10001399253
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A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001422782
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A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming - In: Economics letters 65 (1999) 3, pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656