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Persistence change tests and shifting stable autoregressions, и . Economics Letters, 91 (1): 44--49 (апреля 2006)A simple, robust and powerful test of the trend hypothesis, , и . Journal of Econometrics, 141 (2): 1302--1330 (декабря 2007)Testing for unit roots in time series models with non-stationary volatility, и . Journal of Econometrics, 140 (2): 919--947 (октября 2007)On the Definitions of (Co-)integration, и . Journal of Time Series Analysis, 20 (2): 129--137 (60 03 1999)doi: 10.1111/1467-9892.00128.Additive Outlier Detection Via Extreme-Value Theory, и . Journal of Time Series Analysis, 27 (5): 685--701 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00483.x.Seasonal Unit Root Tests Based on Forward and Reverse Estimation, и . Journal of Time Series Analysis, 24 (4): 441--460 (182 07 2003)doi: 10.1111/1467-9892.00315.On the use of Sub-sample Unit Root Tests to Detect Changes in Persistence. Journal of Time Series Analysis, 26 (5): 759--778 (244 09 2005)doi: 10.1111/j.1467-9892.2005.00442.x.Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes. Journal of Time Series Analysis, 24 (5): 591--612 (244 09 2003)doi: 10.1111/1467-9892.00324.On the practical problems of computing seasonal unit root tests. International Journal of Forecasting, 13 (3): 307--318 (сентября 1997)Tests of stationarity against a change in persistence, и . Journal of Econometrics, 123 (1): 33--66 (ноября 2004)