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A procedure for testing Granger causality of infinite order
Firoozi, Fathali; Lien, Da-hsiang Donald - In: International journal of business and economics 10 (2011) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10009553961
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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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A modified ADF test for geometric ARMA processes
Firoozi, Fathali; Lien, Da-hsiang Donald - In: International journal of business and economics 15 (2016) 2, pp. 173-179
Persistent link: https://www.econbiz.de/10011612871