Narrow search
Showing 1 - 10 of 112
Cover Image
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
Cover Image
Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
Cover Image
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947716
Cover Image
A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947717
Cover Image
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
Cover Image
Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.; Kim, Jae H. - In: Econometric reviews 19 (2000) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
Cover Image
Asymptotic and bootstrap prediction regions for vector autoregression
Kim, Jae H. - In: International journal of forecasting 15 (1999) 4, pp. 393-403
Persistent link: https://www.econbiz.de/10001428532
Cover Image
Forecasting monthly tourist departures from Australia
Kim, Jae H. - In: Tourism economics : the business and finance of tourism … 5 (1999) 3, pp. 277-291
Persistent link: https://www.econbiz.de/10001459478
Cover Image
On the backward representation of stationary linear vector time series models
Kim, Jae H. - 1996
Persistent link: https://www.econbiz.de/10000943966
Cover Image
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 117-128
Persistent link: https://www.econbiz.de/10001543465