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Evidence of non-fundamentalness in OECD capital stocks.
- Published in:
- Empirical Economics, 2024, v. 67, n. 2, p. 761, doi. 10.1007/s00181-024-02564-5
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- Article
EFFICIENT WALD TESTS FOR FRACTIONAL UNIT ROOTS.
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- Econometrica, 2007, v. 75, n. 2, p. 575, doi. 10.1111/j.1468-0262.2006.00758.x
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- Article
CONSISTENT ESTIMATION OF MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS.
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- Econometrica, 2004, v. 72, n. 5, p. 1601, doi. 10.1111/j.1468-0262.2004.00545.x
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- Article
Testing for Predictability in Financial Returns Using Statistical Learning Procedures.
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- Journal of Time Series Analysis, 2015, v. 36, n. 5, p. 672, doi. 10.1111/jtsa.12120
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- Article
CONSISTENCY OF THE AVERAGED CROSS-PERIODOGRAM IN LONG MEMORY SERIES.
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- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 137, doi. 10.1111/1467-9892.00043
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- Article
A Nonparametric Test for I(0).
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- Review of Economic Studies, 1998, v. 65, n. 3, p. 475, doi. 10.1111/1467-937x.00054
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- Article
Transformations of the state variable and learning dynamics Chatterji and Lobato State variable and learning dynamics.
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- International Journal of Economic Theory, 2010, v. 6, n. 4, p. 385, doi. 10.1111/j.1742-7363.2010.00142.x
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- Article
A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS.
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- Econometric Theory, 2015, v. 31, n. 4, p. 891, doi. 10.1017/S0266466614000644
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- Article
A SIMPLE TEST OF NORMALITY FOR TIME SERIES.
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- Econometric Theory, 2004, v. 20, n. 4, p. 671, doi. 10.1017/S0266466604204030
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- Article
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models.
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- Econometrics Journal, 2022, v. 25, n. 2, p. 455, doi. 10.1093/ectj/utac001
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- Article
Optimal Fractional Dickey–Fuller tests.
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- Econometrics Journal, 2006, v. 9, n. 3, p. 492, doi. 10.1111/j.1368-423X.2006.00195.x
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- Article