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Estimation for autoregressive time series with a root near 1

Roy, Anindya; Fuller, Wayne A. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 482-493

Persistent link: https://www.econbiz.de/10001646395

Fitting autoregressive trend stationary models with finite samples

Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10001428413

Formally testing the present value model of farmland prices

Falk, Barry - In: American journal of agricultural economics 73 (1991) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001102448

Small area estimation as a measurement error problem

Fuller, Wayne A. - In: Economic models, estimation, and socioeconomic systems …, (pp. 333-359). 1991

Persistent link: https://www.econbiz.de/10001312263

Estimation for the nonlinear errors-in-variables model

Fuller, Wayne A. - In: Econometrics in theory and practice : Festschrift for …, (pp. 15-21). 1998

Persistent link: https://www.econbiz.de/10001301460

Introduction to statistical time series

Fuller, Wayne A. - 1976

Persistent link: https://www.econbiz.de/10013490114

Time-series implications of Friedman's permanent income hypothesis

Falk, Barry - In: Journal of monetary economics 26 (1990) 2, pp. 267-283

Persistent link: https://www.econbiz.de/10001100911

Cointegration, market integration, and market efficiency

Lence, Sergio H.; Falk, Barry - In: Journal of international money and finance 24 (2005) 6, pp. 873-890

Persistent link: https://www.econbiz.de/10003113750

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter - 2007

We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

Persistent link: https://www.econbiz.de/10012776370