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Forecasting Dynamic Time Series in the Presence of Deterministic Components
Analysis of Vector Autoregressions in the Presence of Shifts in Mean
Intergenerational Linkages in Consumption Behavior
Parametric and non-parametric approaches to price and tax reform
Tests for Skewness, Kurtosis, and Normality for Time Series Data
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Demand Systems With Nonstationary Prices
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
A Note on the Selection of Time Series Models

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