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Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
Ng, S.; Perron, P. - Département de Sciences Économiques, Université de … - 1994
Persistent link: https://www.econbiz.de/10005729657
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On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts.
Ghysels, E. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005729724
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Periodic Autoregressive Conditional Heteroskedasticity.
Bollerslev, T.; Ghysels, E. - Département de Sciences Économiques, Université de … - 1994
Persistent link: https://www.econbiz.de/10005729729
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Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.
Campbell, B.; Dufour, J.M. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005729763
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On the Analysis of Business Cycles Through the Spectrum of Chronologies.
Ghysels, E.; Sarlan, H. - Département de Sciences Économiques, Université de … - 1994
Persistent link: https://www.econbiz.de/10005729771
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Charistmas, Spring and the Dawning of Economic Recovery.
Ghysels, E. - Département de Sciences Économiques, Université de … - 1992
Persistent link: https://www.econbiz.de/10005729788
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Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Ghysels, E.; Lee, H.S.; Noh, J. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005729909
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Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
Vogelsang, T.J.; Perron, P. - Département de Sciences Économiques, Université de … - 1994
Persistent link: https://www.econbiz.de/10005729922
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Testing Causality Between Two Vectors in Multivariate Arma Models.
Boudjellaba, B.; Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005731958
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Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models.
Boudjellaba, H.; Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1992
Persistent link: https://www.econbiz.de/10005133126