ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Critical values for multiple structural change tests
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+Q4230831
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+Efficient Tests for an Autoregressive Unit Root
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+A simple nonlinear time series model with misleading linear properties
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Testing for a unit root in the nonlinear STAR framework
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+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
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+ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
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+Semiparametric analysis of long-memory time series
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+Log-periodogram regression of time series with long range dependence
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