Fixed and Recursive Right-Tailed Dickey-Fuller Tests in the Presence of a Break under the Null.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 1, p. 1, doi. 10.1515/jtse-2013-0004
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Works matching IS 19411928 AND DT 2016 AND VI 8 AND IP 1
Results: 5
1
2
Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 1, p. 55, doi. 10.1515/jtse-2013-0024
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- Publication type:
- Article
3
A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 1, p. 21, doi. 10.1515/jtse-2014-0034
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- Publication type:
- Article
4
An Improved Selection Test between Autoregressive and Moving Average Disturbances in Regression Models.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 1, p. 41, doi. 10.1515/jtse-2014-0036
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- Article
5
Frontmatter.
- Published in:
- Journal of Time Series Econometrics, 2016, v. 8, n. 1, p. i, doi. 10.1515/jtse-2016-frontmatter1
- Publication type:
- Article