Distinguishing between trend-break models: method and empirical evidence.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 171, doi. 10.1111/1368-423X.00061
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2001 AND VI 4 AND IP 2
Results: 10
1
2
Wage formation and employment in a cointegrated VAR model.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 191
- By:
- Publication type:
- Article
3
A Gaussian approach for continuous time models of the short-term interest rate.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 210, doi. 10.1111/1368-423X.00063
- By:
- Publication type:
- Article
4
Markov level shifts and the unit-root hypothesis.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 225, doi. 10.1111/1368-423X.00064
- By:
- Publication type:
- Article
5
The limiting distribution of the t-ratio for the unit root test in an AR(1).
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 242, doi. 10.1111/1368-423X.00065
- By:
- Publication type:
- Article
6
Testing for optimality in job search models.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 257, doi. 10.1111/1368-423X.00066
- By:
- Publication type:
- Article
7
Stochastic specification and the international GDP series.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 273, doi. 10.1111/1368-423X.00067
- By:
- Publication type:
- Article
8
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 287
- By:
- Publication type:
- Article
9
Review of PcGets 1 for Windows.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 311, doi. 10.1111/1368-423X.00069
- By:
- Publication type:
- Article
10
The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 319, doi. 10.1111/1368-423X.00070
- By:
- Publication type:
- Article