Browsing Faculté des arts et des sciences – Département de sciences économiques by Subject "UNIT ROOTS"
Now showing items 1-5 of 5
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Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
(Université de Montréal. Département de sciences économiques., 1994) -
The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors
(Université de Montréal. Département de sciences économiques., 1994) -
An Analysis of the Real Interest rate Under Regime Shifts
(Université de Montréal. Département de sciences économiques., 1994) -
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag
(Université de Montréal. Département de sciences économiques., 1994) -
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
(Université de Montréal. Département de sciences économiques., 1994)