Controlling the significance levels of prediction error tests for linear regression models.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 66, doi. 10.1111/1368-423X.00039
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2000 AND VI 3 AND IP 1
Results: 6
1
2
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 1, doi. 10.1111/1368-423x.00036
- By:
- Publication type:
- Article
3
Non-monotonic hazard functions and the autoregressive conditional duration model.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 16, doi. 10.1111/1368-423X.00037
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- Publication type:
- Article
4
Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 39, doi. 10.1111/1368-423X.00038
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- Publication type:
- Article
5
Signal extraction and the formulation of unobserved components models.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 84, doi. 10.1111/1368-423X.00040
- By:
- Publication type:
- Article
6
The finite sample distribution of the KPSS test.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 1, p. 108, doi. 10.1111/1368-423X.00041
- By:
- Publication type:
- Article