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A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 121 (2013) 3, pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001512715
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Memory and infrequent breaks
Gouriéroux, Christian; Jasiak, Joann - In: Economics letters 70 (2001) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10001534701
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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Bias reduction in autoregressive models
Patterson, K. David - In: Economics letters 68 (2000) 2, pp. 135-141
Persistent link: https://www.econbiz.de/10001485047
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A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - In: Economics letters 62 (1999) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001255471
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Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - In: Economics letters 71 (2001) 3, pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
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On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G. - In: Economics letters 72 (2001) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001577808
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Discriminating between competing STAR models
Chen, Yi-ting - In: Economics letters 79 (2003) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001750930
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On the residual autocorrelation of the autoregressive conditional duration model
Li, Wai Keung; Yu, L. H. - In: Economics letters 79 (2003) 2, pp. 169-175
Persistent link: https://www.econbiz.de/10001750931