Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules.
- Published in:
- Journal of Time Series Econometrics, 2017, v. 9, n. 1, p. -1, doi. 10.1515/jtse-2014-0026
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- Publication type:
- Article
Works matching IS 19411928 AND DT 2017 AND VI 9 AND IP 1
Results: 4
1
2
Testing for a Change in Mean under Fractional Integration.
- Published in:
- Journal of Time Series Econometrics, 2017, v. 9, n. 1, p. -1, doi. 10.1515/jtse-2015-0006
- By:
- Publication type:
- Article
3
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests.
- Published in:
- Journal of Time Series Econometrics, 2017, v. 9, n. 1, p. -1, doi. 10.1515/jtse-2015-0013
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- Publication type:
- Article
4
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors.
- Published in:
- Journal of Time Series Econometrics, 2017, v. 9, n. 1, p. -1, doi. 10.1515/jtse-2015-0014
- By:
- Publication type:
- Article