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Searching for a trend break and testing for a unit root with trend breaks at unknown points
Fachin, Stefano - In: Giornale degli economisti e annali di economia 53 (1995) 1, pp. 135-151
Persistent link: https://www.econbiz.de/10001185050
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Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 543-551
Persistent link: https://www.econbiz.de/10001522154
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Trend, passeggiate aleatorie e cambiamenti strutturali : l'economia italiana dagli anni '50 ad oggi
Fachin, Stefano - In: Note economiche : rivista economica del Monte dei … 24 (1994) 3, pp. 543-571
Persistent link: https://www.econbiz.de/10001178163
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Asymoptic normal and bootstrap inference in structural VAR analysis
Fachin, Stefano - In: Journal of forecasting 15 (1996) 4, pp. 329-341
Persistent link: https://www.econbiz.de/10001205180
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Bootstrapping unit root tests
DeAngelis, Daniela - In: Applied economics 29 (1997) 9, pp. 1155-1161
Persistent link: https://www.econbiz.de/10001227194
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Time series analysis of financial stability of banks : evidence from Saudi Arabia
Ghassan, Hassan B.; Fachin, Stefano - In: Review of financial economics : RFE 31 (2016), pp. 3-17
Persistent link: https://www.econbiz.de/10011636627