Results 241 to 250 of about 2,678,299 (258)

On the interactions of unit roots and exogeneity

Econometric Reviews, 1995
David Forbes Hendry
exaly  

Testing for Unit Roots: What Should Students Be Taught?

Journal of Economic Education, 2001
John Elder
exaly  

Multiple unit roots in periodic autoregression

Journal of Econometrics, 1997
Philip Hans Franses, Niels Haldrup, H Peter Boswijk   +2 more
exaly  

An empirical study of seasonal unit roots in forecasting

International Journal of Forecasting, 1997
Michael P. Clements, David Forbes Hendry
exaly  

Semiparametric Tests for Double Unit Roots

Journal of Business and Economic Statistics, 1994
Niels Haldrup
exaly  

Testing for Unit Roots in Monthly Time Series

Journal of Time Series Analysis, 1998
A M Robert Taylor
exaly  

Testing for unit roots in short panels allowing for a structural break

Computational Statistics and Data Analysis, 2014
Elias Tzavalis, Yiannis Karavias
exaly  

DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE

Journal of Time Series Analysis, 1987
George C Tiao
exaly  

Mean shifts, unit roots and forecasting seasonal time series

International Journal of Forecasting, 1997
Philip Hans Franses, Richard Paap
exaly  

Bayesian analysis of seasonal unit roots and seasonal mean shifts

Journal of Econometrics, 1997
Philip Hans Franses, Richard Paap
exaly