Narrow search
Showing 1 - 5 of 5
Cover Image
DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic Dynamics 13 (2009) 04, pp. 523-534
Persistent link: https://www.econbiz.de/10005041976
Cover Image
IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 88-110
Persistent link: https://www.econbiz.de/10008458632
Cover Image
SIZE AND POWER PROPERTIES OF THE AH TEST OF EVOLUTIONARY CHANGE
Wild, Phillip - In: Macroeconomic Dynamics 5 (2001) 05, pp. 748-763
Persistent link: https://www.econbiz.de/10005425192
Cover Image
TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
Hinich, Melvin A.; Wild, Phillip - In: Macroeconomic Dynamics 5 (2001) 03, pp. 380-412
Persistent link: https://www.econbiz.de/10005624884
Cover Image
A SPECTRAL-BASED CUSUM TEST OF EVOLUTIONARY CHANGE
Wild, Phillip - In: Macroeconomic Dynamics 6 (2002) 03, pp. 385-407
Persistent link: https://www.econbiz.de/10005120228