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Testing for unit roots in the context of misspecified logarithmic random walks
Kramer, Walter; Davies, Laurie - In: Economics letters 74 (2002) 3, pp. 313-319
Persistent link: https://www.econbiz.de/10001654054
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Testing for unit roots in the context of misspecified logarithmic random walks
Kramer, Walter; Davies, Laurie - In: Economics letters 74 (2002) 3, pp. 313-320
Persistent link: https://www.econbiz.de/10006770153
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A Hausman test with trending data
Krämer, Walter - In: Economics letters 19 (1985) 4, pp. 323-325
Persistent link: https://www.econbiz.de/10001008946
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Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter - In: Economics letters 61 (1998) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
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On the consequences of trend for simultaneous equation estimation
Krämer, Walter - In: Economics letters 14 (1984) 1, pp. 23-30
Persistent link: https://www.econbiz.de/10002251810
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Long memory with Markov-Switching GARCH
Krämer, Walter - In: Economics letters 99 (2008) 2, pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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Fractional integration and the augmented Dickey-Fuller Test
Krämer, Walter - In: Economics letters 61 (1998) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10006787346
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter; Hassler, Uwe - In: Economics letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10006787851
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On studentizing a test for structural change
Ploberger, Werner - In: Economics letters 20 (1986) 4, pp. 341-344
Persistent link: https://www.econbiz.de/10001014800
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter - In: Economics letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10001251677