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Results 51-60 of 306.
Item hits:
| Date | Title |
Authors |
| 2003 | The Variance Ratio Statistic at Large Horizons | Deo, Rohit S. / Chen, Willa W. |
| 2001 | The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models | Gil-Alaña, Luis A. |
| 2001 | Test procedures for unit roots in time series with level shifts at unknown time | Lanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti |
| 2001 | Unit root tests for time series with level shifts: A comparison of different proposals | Lanne, Markku / Lütkepohl, Helmut |
| 2001 | Unit root tests in the presence of innovational outliers | Lanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti |
| 1999 | Testing for unit roots in time series with level shifts | Saikkonen, Pentti / Lütkepohl, Helmut |
| 2002 | Testing for vector autoregressive dynamics under heteroskedasticity | Hafner, Christian M. / Herwartz, Helmut |
| 1999 | Testing for a unit root in a time series with a level shift at unknown time | Saikkonen, Pentti / Lütkepohl, Helmut |
| 1999 | Unit root tests for time series with a structural break: When the break point is known | Lütkepohl, Helmut / Müller, Christian / Saikkonen, Pentti |
| 2013 | The empirical (ir)relevance of the interest rate assumption for central bank forecasts | Knüppel, Malte / Schultefrankenfeld, Guido |
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