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Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
(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)
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)