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Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard - In: Advances in non-linear economic modeling : theory and …, (pp. 141-166). 2014
Persistent link: https://www.econbiz.de/10010251587
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Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard - In: Economic modelling 52 (2016), pp. 699-713
Persistent link: https://www.econbiz.de/10011643003
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316892