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Stationarity Testing Under Endogenous Smooth Deterministic Components : Some Asymptotic Results
Landajo, Manuel - 2008
Stationarity testing for time series which include a smooth trend with unknown parameters is considered in this paper. A pseudo-Lagrange Multiplier stationarity test is proposed and its asymptotic null distribution is obtained. The distribution depends on the unknown parameters of the model....
Persistent link: https://www.econbiz.de/10012725818
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Stochastic convergence in per capita CO2 emissions : an approach from nonlinear stationarity analysis
Presno, María José; Landajo, Manuel; Fernández … - In: Energy economics 70 (2018), pp. 563-581
Persistent link: https://www.econbiz.de/10011942889
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The prices of renewable commodities : a robust stationarity analysis
Landajo, Manuel; Presno, María José - In: The Australian journal of agricultural and resource … 66 (2022) 2, pp. 447-470
Persistent link: https://www.econbiz.de/10013184193
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Selecting portfolios given multiple eurostoxx-based uncertainty scenarios : a stochastic goal pro-gramming approach from fuzzy betas
Ballestero, Enrique; Pérez-Gladish, Blanca; … - 2007
Persistent link: https://www.econbiz.de/10003593031
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Selecting portfolios given multiple Eurostoxx-based uncertainty scenarios : a stochastic goal programming approach from fuzzy betas
Ballestero, Enrique; Pérez-Gladish, Blanca; … - In: INFOR : information systems and operational research 47 (2009) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10003959546