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The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables. Journal of Econometrics, 63 (1): 153--181 (июля 1994)A regime switching long memory model for electricity prices, и . Journal of Econometrics, 135 (1-2): 349--376 (00 2006)Testing for multicointegration, , и . Economics Letters, 56 (3): 259--266 (14.11.1997)Mirror image distributions and the Dickey-Fuller regression with a maintained trend. Journal of Econometrics, 72 (1-2): 301--312 (00 1996)A note on the Vogelsang test for additive outliers, и . Statistics & Probability Letters, 78 (3): 296--300 (15.02.2008)An Econometric Analysis of I(2) Variables. Journal of Economic Surveys, 12 (5): 595--650 (335 12 1998)doi: 10.1111/1467-6419.00069.Multiple unit roots in periodic autoregression, , и . Journal of Econometrics, 80 (1): 167--193 (сентября 1997)Estimation of fractional integration in the presence of data noise., и . Comput. Stat. Data Anal., 51 (6): 3100-3114 (2007)Money demand, adjustment costs, and forward-looking behavior, и . Journal of Policy Modeling, 19 (2): 153--173 (апреля 1997)Measurement errors and outliers in seasonal unit root testing, , и . Journal of Econometrics, 127 (1): 103--128 (июля 2005)