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Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde
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Econometric theory
Discussion paper / Tinbergen Institute
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Erasmus University of Rotterdam - Econometric Institute
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International journal of forecasting
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Systemic risk tomography : signals, measurement and transmission channels
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ECONIS (ZBW)
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás
;
Osborn, Denise R.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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2
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models
Boswijk, H.P.
;
van Dijk, D.
;
Franses, P.H.
-
Center for Nonlinear Dynamics in Economics and Finance …
-
2000
Persistent link: https://www.econbiz.de/10005241744
Saved in:
3
TESTING FOR LONG MEMORY
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
Saved in:
4
Unit root tests based on M estimators
Lucas, André
- In:
Econometric theory
11
(
1995
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001185251
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5
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Abadir, K.M.
;
Hadri, K.
;
Abadir, K.M.
;
Lucas, A.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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