| Publication | Date of Publication | Type |
|---|
Spurious nonlinear regressions in econometrics
Economics Letters | 2013-01-02 | Paper |
Spurious regressions with stationary processes around linear trends
Economics Letters | 2013-01-01 | Paper |
scientific article; zbMATH DE number 5866257 (Why is no real title available?)
| 2011-03-15 | Paper |
scientific article; zbMATH DE number 5035832 (Why is no real title available?)
| 2006-06-26 | Paper |
Examination of Some More Powerful Modifications of the Dickey–Fuller Test
Journal of Time Series Analysis | 2006-05-24 | Paper |
More powerful modifications of unit root tests allowing structural change
Journal of Statistical Computation and Simulation | 2006-01-10 | Paper |
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification
Journal of Time Series Analysis | 2005-05-20 | Paper |
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
Journal of Time Series Analysis | 2005-05-20 | Paper |
A Direct Test for Cointegration Between a Pair of Time Series
Journal of Time Series Analysis | 2005-05-20 | Paper |
Tests for a change in persistence against the null of difference‐stationarity
Econometrics Journal | 2004-03-17 | Paper |
Testing for Linear Trend with Application to Relative Primary Commodity Prices
Journal of Time Series Analysis | 2004-03-16 | Paper |
Unit root tests with a break in innovation variance.
Journal of Econometrics | 2003-02-17 | Paper |
Analysis of a panel of UK macroeconomic forecasts
The Econometrics Journal | 2002-08-07 | Paper |
Seasonal unit root tests with seasonal mean shifts
Economics Letters | 2002-07-31 | Paper |
Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis
Econometric Theory | 2001-09-02 | Paper |
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
Journal of Econometrics | 2001-08-17 | Paper |
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Econometrics Journal | 2001-07-31 | Paper |
Unit Roots and Asymmetric Smooth Transitions
Journal of Time Series Analysis | 2000-05-24 | Paper |
The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis
Econometrics Journal | 1999-11-25 | Paper |
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Journal of Econometrics | 1999-09-22 | Paper |
On the Size Properties of Phillips-Perron Tests
Journal of Time Series Analysis | 1999-09-14 | Paper |
Bayesian Comparison of ARIMA and Stationary ARMA Models
International Statistical Review | 1999-05-10 | Paper |
Computation of the Beveridge--Nelson decomposition for multivariate economic time series
Economics Letters | 1999-01-12 | Paper |
Unit roots and smooth transitions
Journal of Time Series Analysis | 1998-12-14 | Paper |
scientific article; zbMATH DE number 1069580 (Why is no real title available?)
| 1998-01-05 | Paper |
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Economics Letters | 1997-02-28 | Paper |
Spurious number of breaks
Economics Letters | 1997-02-27 | Paper |
BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS
Journal of Time Series Analysis | 1996-10-28 | Paper |
A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION
Journal of Time Series Analysis | 1995-12-13 | Paper |
LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE
Journal of Time Series Analysis | 1994-06-29 | Paper |
Bias in the sample autocorrelations of fractional noise
Biometrika | 1994-03-07 | Paper |
scientific article; zbMATH DE number 41808 (Why is no real title available?)
| 1992-09-17 | Paper |
Some Recent Developments in Time Series Analysis. III, Correspondent Paper
International Statistical Review / Revue Internationale de Statistique | 1988-01-01 | Paper |
Estimating Trend and Growth Rates in Seasonal Time Series
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4047369 (Why is no real title available?)
| 1986-01-01 | Paper |
Testing causality using efficiently parametrized vector ARMA models
Applied Mathematics and Computation | 1986-01-01 | Paper |
Some Recent Developments in Time Series Analysis: II, Correspondent Paper
International Statistical Review / Revue Internationale de Statistique | 1984-01-01 | Paper |
Some Recent Developments in Time Series Analysis, Correspondent Paper
International Statistical Review / Revue Internationale de Statistique | 1981-01-01 | Paper |
On the Bias in Estimates of Forecast Mean Squared Error
| 1981-01-01 | Paper |
Finite sample properties of estimators for autoregressive moving average models
Journal of Econometrics | 1980-01-01 | Paper |
The equivalence of two tests of time series model adequacy
Biometrika | 1980-01-01 | Paper |
Forecasting with Misspecified Models
Applied Statistics | 1980-01-01 | Paper |
Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula
Communications in Statistics: Theory and Methods | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3700072 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3666035 (Why is no real title available?)
| 1979-01-01 | Paper |
Error Mis-Specification and Spurious Regressions
International Economic Review | 1978-01-01 | Paper |
Feedback Induced by Measurement Errors
International Economic Review | 1978-01-01 | Paper |
Significance levels of the Box-Pierce portmanteau statistic in finite samples
Biometrika | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3599360 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3537122 (Why is no real title available?)
| 1976-01-01 | Paper |
The use of \(R^2\) to determine the appropriate transformation of regression variables
Journal of Econometrics | 1976-01-01 | Paper |
The Principles of the Box-Jenkins Approach
The Journal of the Operational Research Society | 1975-01-01 | Paper |
Spurious regressions in econometrics
Journal of Econometrics | 1974-01-01 | Paper |
The exact likelihood function for a mixed autoregressive-moving average process
Biometrika | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3421793 (Why is no real title available?)
| 1973-01-01 | Paper |
Optimum allocation in stratified two-phase sampling for proportions
Biometrika | 1971-01-01 | Paper |
