Narrow search
Showing 1 - 10 of 84,582
Cover Image
Characterization, estimation and prediction of multivariate autoregressive time series with unit roots
Paulsen, Jostein - 1982
Persistent link: https://www.econbiz.de/10000012036
Cover Image
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
Cover Image
Bayes methods and unit roots
Phillips, Peter C. B.; Dijk, Herman K. van - 1995
Persistent link: https://www.econbiz.de/10000554674
Cover Image
Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
Cover Image
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
Cover Image
Cointegration and unit roots : a survey
Dolado, Juan J.; Jenkinson, Tim; Sosvilla-Rivero, Simón - 1990
Persistent link: https://www.econbiz.de/10000842220
Cover Image
On the existence and interpretation of a "unit root" in US GNP
DeLong, James Bradford; Summers, Lawrence Henry - 1988
Persistent link: https://www.econbiz.de/10000756186
Cover Image
Accumulating sample path estimation with applications to testing for unit roots in GNP
Bates, Charles E. - 1989
Persistent link: https://www.econbiz.de/10000758327
Cover Image
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
Cover Image
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979