-
1
-
-
58149394878
-
Wald tests of I (1) against I (d) alternatives: Some new properties and an extension to processes with trending components
-
Dolado, Juan J., Jesus Gonzalo, and Laura Mayoral. 2008. Wald tests of I (1) against I (d) alternatives: Some new properties and an extension to processes with trending components. Studies in Nonlinear Dynamics and Econometrics 12 (4) : 1-32.
-
(2008)
Studies in Nonlinear Dynamics and Econometrics
, vol.12
, Issue.4
, pp. 1-32
-
-
Dolado, J.J.1
Gonzalo, J.2
Mayoral, L.3
-
2
-
-
85036780692
-
The gdp revision raises recession risk
-
September 26, Accessed 13 July 2009. Available
-
Englund, Michael, and Rick MacDonald. "The GDP revision raises recession risk." Business Week, September 26, 2008. Accessed 13 July 2009. Available http://www.businessweek.com/investor/content/sep2008/pi20080926- 840356. htm.
-
(2008)
Business Week
-
-
Englund, M.1
MacDonald, R.2
-
3
-
-
36849051974
-
Fractional integration and structural breaks at unknown periods of time
-
Gil-Alana, Luis. 2008. Fractional integration and structural breaks at unknown periods of time. Journal of Time Series Analysis 29 (1) : 163-85.
-
(2008)
Journal of Time Series Analysis
, vol.29
, Issue.1
, pp. 163-185
-
-
Gil-Alana, L.1
-
4
-
-
33847340194
-
Efficient wald tests for fractional unit roots
-
Lobato, Ignacio, and Carlos Velasco. 2007. Efficient Wald tests for fractional unit roots. Econometrica 75:575-89.
-
(2007)
Econometrica
, vol.75
, pp. 575-589
-
-
Lobato, I.1
Velasco, C.2
-
6
-
-
33847711748
-
Unit root tests, persistence, and the unemployment rate of the U. S. States
-
Romero-Ávila, Diego, and Carlos Usabiaga. 2007. Unit root tests, persistence, and the unemployment rate of the U. S. states. Southern Economic Journal 73 (3) :698-716.
-
(2007)
Southern Economic Journal
, vol.73
, Issue.3
, pp. 698-716
-
-
Diego Romero-Ávila1
Usabiaga, C.2
-
7
-
-
42549133252
-
Critical values of the augmented fractional dickey-fuller test
-
Sephton, Peter S. 2008. Critical values of the augmented fractional Dickey-Fuller test. Empirical Economics 15 (6) :417-22.
-
(2008)
Empirical Economics
, vol.15
, Issue.6
, pp. 417-422
-
-
Sephton, P.S.1
|