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Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
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Fully modified narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - In: The econometrics journal 3 (2000) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
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An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
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Seasonal unit root tests and the role of initial conditions
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: The econometrics journal 11 (2008) 3, pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
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Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
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Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10007449962
Cover Image
Fully modified narrow‐band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-121
Persistent link: https://www.econbiz.de/10008845134
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Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe - In: The econometrics journal 4 (2001) 1, pp. 70-88
Persistent link: https://www.econbiz.de/10001612283
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Asymptotics for unit root tests under Markov regime-switching
Cavaliere, Giuseppe - In: The econometrics journal 6 (2003) 1, pp. 193-216
Persistent link: https://www.econbiz.de/10001781055