-
2
-
-
0030222535
-
The Balance between Size and Power in Dickey-Fuller Tests with Data-Dependent Rules for the Choice of Truncation Lag
-
Agiakloglou, C. and Newbold, P. (1996). The Balance Between Size and Power in Dickey-Fuller Tests with Data-Dependent Rules for the Choice of Truncation Lag, Economics Letters, 52, 229-234.
-
(1996)
Economics Letters
, vol.52
, pp. 229-234
-
-
Agiakloglou, C.1
Newbold, P.2
-
3
-
-
1642610408
-
Long-Run Supply and Demand Trends: Whither the Real Price of Wheat
-
Antle, J. M. and Smith, V. H. (eds.), Wallingford: CAB International
-
Antle, J. M., Hayes, D., Mohanty, S., Smith, V. H. and Vavra, P. (1999). Long-Run Supply and Demand Trends: Whither the Real Price of Wheat, in Antle, J. M. and Smith, V. H. (eds.), The Economics of International Grain Markets, Wallingford: CAB International.
-
(1999)
The Economics of International Grain Markets
-
-
Antle, J.M.1
Hayes, D.2
Mohanty, S.3
Smith, V.H.4
Vavra, P.5
-
6
-
-
0009075768
-
Small Sample Properties of the Maximum Likelihood Estimator in the First Order Moving Average Model
-
Cryer, J. D. and Ledolter, J. (1981). Small Sample Properties of the Maximum Likelihood Estimator in the First Order Moving Average Model, Biometrika, 68, 691-694.
-
(1981)
Biometrika
, vol.68
, pp. 691-694
-
-
Cryer, J.D.1
Ledolter, J.2
-
7
-
-
0027089303
-
Long-Run Trends in 26 Primary Commodity Prices: A Disaggregated Look at the Prebisch Singer Hypothesis
-
Cuddington, J. T. (1992). Long-Run Trends in 26 Primary Commodity Prices: A Disaggregated Look at the Prebisch Singer Hypothesis, Journal of Development Economics, 29, 207-227.
-
(1992)
Journal of Development Economics
, vol.29
, pp. 207-227
-
-
Cuddington, J.T.1
-
10
-
-
0030502241
-
Near Observational Equivalence and Theoretical Problems with Unit Root Tests
-
Faust, J. (1996). Near Observational Equivalence and Theoretical Problems with Unit Root Tests, Econometric Theory, 12, 724-731.
-
(1996)
Econometric Theory
, vol.12
, pp. 724-731
-
-
Faust, J.1
-
11
-
-
0023790756
-
Primary Commodity Prices, Manufactured Goods Prices and the Terms of Trade of Developing Countries: What the Long-Run Shows
-
Grilli, E. R. and Yang, M. C. (1988). Primary Commodity Prices, Manufactured Goods Prices and the Terms of Trade of Developing Countries: What the Long-Run Shows, World Bank Economic Review, 2, 1-48.
-
(1988)
World Bank Economic Review
, vol.2
, pp. 1-48
-
-
Grilli, E.R.1
Yang, M.C.2
-
12
-
-
0001875399
-
A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots
-
Hackl, P. and Weslund, A. H. (eds.), New York: Springer-Verlag
-
Hendry, D. F. and Neale, A. J. (1991). A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots, in Hackl, P. and Weslund, A. H. (eds.), Economic Structural Change: Analysis and Forecasting, New York: Springer-Verlag, 95-119.
-
(1991)
Economic Structural Change: Analysis and Forecasting
, pp. 95-119
-
-
Hendry, D.F.1
Neale, A.J.2
-
13
-
-
84986390020
-
Seasonal Adjustment and Measuring Persistence in Output
-
Jaeger, A. and Kunst, R. M. (1990). Seasonal Adjustment and Measuring Persistence in Output, Journal of Applied Econometrics, 5, 47-58.
-
(1990)
Journal of Applied Econometrics
, vol.5
, pp. 47-58
-
-
Jaeger, A.1
Kunst, R.M.2
-
17
-
-
0344799836
-
Long-Term Inference Based on Short-Term Forecasting Models
-
Subba Rao, T. (ed.), London: Chapman and Hall
-
Newbold, P., Agiakloglou, C. and Miller, J. (1993). Long-Term Inference Based on Short-Term Forecasting Models, in Subba Rao, T. (ed.), Developments in Time Series Analysis: In Honour of Maurice B. Priestley, London: Chapman and Hall, 9-25.
-
(1993)
Developments in Time Series Analysis: In Honour of Maurice B. Priestley
, pp. 9-25
-
-
Newbold, P.1
Agiakloglou, C.2
Miller, J.3
-
18
-
-
0013167732
-
Drift in the Relative Price of Primary Commodities: A Case Where We Care about Unit Roots
-
Newbold, P. and Vougas, D. (1996). Drift in the Relative Price of Primary Commodities: A Case Where We Care About Unit Roots, Applied Economics, 28, 653-661.
-
(1996)
Applied Economics
, vol.28
, pp. 653-661
-
-
Newbold, P.1
Vougas, D.2
-
19
-
-
21844518679
-
Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
-
Ng, S. and Perron, P. (1995). Unit Root Tests in ARMA Models With Data-Dependent Methods for the Selection of the Truncation Lag, Journal of American Statistical Association, 90, 268-281.
-
(1995)
Journal of American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
20
-
-
0000899296
-
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
-
Perron, P. (1989). The Great Crash, The Oil Price Shock, and the Unit Root Hypothesis, Econometrica, 57, 1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
21
-
-
8644285682
-
Persistence, Cointegration and Aggregation
-
Peseran, M. H., Pierse, R. G. and Lee, K. C. (1993). Persistence, Cointegration and Aggregation, Journal of Econometrics, 56, 57-88.
-
(1993)
Journal of Econometrics
, vol.56
, pp. 57-88
-
-
Peseran, M.H.1
Pierse, R.G.2
Lee, K.C.3
-
22
-
-
0000336162
-
Comparison of Tests for Multivariate Cointegration
-
Reimers, H. E. (1992). Comparison of Tests for Multivariate Cointegration, Statistical Papers, 33, 335-359.
-
(1992)
Statistical Papers
, vol.33
, pp. 335-359
-
-
Reimers, H.E.1
-
24
-
-
84981454169
-
On the Probability of Estimating a Deterministic Component in the Local Level Model
-
Shephard, N. G. and Harvey, A. C. (1990). On the Probability of Estimating a Deterministic Component in the Local Level Model, Journal of Time Series Analysis, 11, 339-347.
-
(1990)
Journal of Time Series Analysis
, vol.11
, pp. 339-347
-
-
Shephard, N.G.1
Harvey, A.C.2
|