Pages that link to "Item:Q2744933"

The following pages link to Testing Stochastic Cycles in Macroeconomic Time Series (Q2744933):

Displaying 22 items.

• The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
• Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
• Structural breaks and fractional integration in the US output and unemployment rate. (Q1614820) (← links)
• A mean shift break in the US interest rate. (Q1852937) (← links)
• Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
• OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
• Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach (Q3439770) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
• EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS (Q4814248) (← links)
• LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
• MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← 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)