Pages that link to "Item:Q1371371"
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The following pages link to Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371):
Displaying 6 items.
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- Seasonal long memory in the aggregate output (Q5958526) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- System Estimation of Panel Data Models Under Long-Range Dependence (Q6634835) (← links)