Narrow search
Showing 1 - 10 of 41
Cover Image
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.
GHYSELS, E.; PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005776008
Cover Image
Further Evidence on Breaking Trend Functions in Macroeconomic Variables.
Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005729609
Cover Image
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors.
Nabeya, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005729626
Cover Image
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
Ng, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005133048
Cover Image
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
Vogelsang, T.J.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005353081
Cover Image
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545555
Cover Image
Changes in Seasonal Patters: Are They Cyclical.
Canova, F.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545631
Cover Image
On Periodic Time Series and Testing the Unit Root Hypothesis.
Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005729539
Cover Image
On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729549
Cover Image
Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729622