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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N. - In: Journal of econometrics 90 (1999) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Testing for autoregressive disturbances in a time series regression with missing observations
Shively, Thomas S. - In: Journal of econometrics 57 (1993) 1, pp. 233-255
Persistent link: https://www.econbiz.de/10001142523
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Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller - In: Journal of econometrics 51 (1992) 1, pp. 217-231
Persistent link: https://www.econbiz.de/10001118267