Nonlinear Autocorrelograms: an Application to Inter-Trade Durations.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 127, doi. 10.1111/1467-9892.00259
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2002 AND VI 23 AND IP 2
Results: 5
1
2
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 155, doi. 10.1111/1467-9892.00260
- By:
- Publication type:
- Article
3
A Direct Test for Cointegration Between a Pair of Time Series.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 173, doi. 10.1111/1467-9892.00261
- By:
- Publication type:
- Article
4
Controlling Revisions in ARIMA-Model-Based Seasonal Adjustment.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 193, doi. 10.1111/1467-9892.00262
- By:
- Publication type:
- Article
5
A nonparametric prewhitened covariance estimator.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 215, doi. 10.1111/1467-9892.00263
- By:
- Publication type:
- Article