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Estimating long-run relationships in economics : a comparison of different approaches
Inder, Brett A. - In: Journal of econometrics 57 (1993) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10001142532
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Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
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Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947716
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A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947717
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
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Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
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Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A. - 1997
Persistent link: https://www.econbiz.de/10000978696
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Testing convergence in economic growth for OECD countries
Nahar, Syfun - 1998
Persistent link: https://www.econbiz.de/10000995962
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Forecasting time series from clusters
Maharaj, Elizabeth Ann; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001391129