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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, A.M.Robert - In: Journal of econometrics 123 (2004) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10006755282
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 123 (2004) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, A.M.Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10006761308
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew; Streibel, Mariane - In: Journal of econometrics 87 (1998) 1, pp. 167-190
Persistent link: https://www.econbiz.de/10006788225
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
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Quantiles, expectiles and splines
De Rossi, Giuliano; Harvey, Andrew - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10008303193
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Quantiles, expectiles and splines
De Rossi, Giuliano; Harvey, Andrew - In: Journal of econometrics 152 (2009) 2, pp. 179-186
Persistent link: https://www.econbiz.de/10008883223
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Quantiles, expectiles and splines
Rossi, Giuliano De; Harvey, Andrew C. - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10003892738