Narrow search
Showing 1 - 10 of 415
Cover Image
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
Cover Image
A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831361
Cover Image
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre; Vogelsang, Timothy J. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831369
Cover Image
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
Cover Image
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028
Cover Image
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
Cover Image
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
Cover Image
Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
Cover Image
Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
Cover Image
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464