Narrow search
Showing 1 - 10 of 30
Cover Image
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - In: Journal of econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Cover Image
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André - In: Journal of econometrics 66 (1995) 1, pp. 153-173
Persistent link: https://www.econbiz.de/10001174120
Cover Image
Autocovariance functions of series and of their transforms
Abadir, Karim M.; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10006749139
Cover Image
Nelson–Plosser revisited: The ACF approach
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel - In: Journal of econometrics 175 (2013) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10010109199
Cover Image
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
Cover Image
Nonstationarity-extended local Whittle estimation
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750
Cover Image
Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
Cover Image
An I() model with trend and cycles
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-200
Persistent link: https://www.econbiz.de/10009163369
Cover Image
Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10008896996
Cover Image
Autocovariance functions of series and of their transforms
Abadir, Karim Maher; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10002515537