On Trend Breaks and Initial Condition in Unit Root Testing.
- Published in:
- Journal of Time Series Econometrics, 2018, v. 10, n. 1, p. 1, doi. 10.1515/jtse-2016-0014
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- Publication type:
- Article
Works matching IS 19411928 AND DT 2018 AND VI 10 AND IP 1
Results: 4
1
2
A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter.
- Published in:
- Journal of Time Series Econometrics, 2018, v. 10, n. 1, p. 1, doi. 10.1515/jtse-2015-0001
- By:
- Publication type:
- Article
3
Volatility Modeling with Leverage Effect under Laplace Errors.
- Published in:
- Journal of Time Series Econometrics, 2018, v. 10, n. 1, p. 1, doi. 10.1515/jtse-2016-0019
- By:
- Publication type:
- Article
4
The Chow-Lin method extended to dynamic models with autocorrelated residuals.
- Published in:
- Journal of Time Series Econometrics, 2018, v. 10, n. 1, p. 1, doi. 10.1515/jtse-2016-0007
- By:
- Publication type:
- Article