The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series.
- Published in:
- Journal of Time Series Econometrics, 2009, v. 1, n. 1, p. 1, doi. 10.2202/1941-1928.1027
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2009 AND VI 1 AND IP 1
Results: 5
1
2
Selecting Instrumental Variables in a Data Rich Environment.
- Published in:
- Journal of Time Series Econometrics, 2009, v. 1, n. 1, p. 1, doi. 10.2202/1941-1928.1014
- By:
- Publication type:
- Article
3
Statistical Fourier Analysis: Clarifications and Interpretations.
- Published in:
- Journal of Time Series Econometrics, 2009, v. 1, n. 1, p. 1, doi. 10.2202/1941-1928.1004
- By:
- Publication type:
- Article
4
Asymptotics of the QMLE for Non-Linear ARCH Models.
- Published in:
- Journal of Time Series Econometrics, 2009, v. 1, n. 1, p. 1, doi. 10.2202/1941-1928.1001
- By:
- Publication type:
- Article
5
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities.
- Published in:
- Journal of Time Series Econometrics, 2009, v. 1, n. 1, p. 1, doi. 10.2202/1941-1928.1000
- By:
- Publication type:
- Article