Stephen J. Leybourne · 4 obras en el catálogoObrasRRandomized unit root processes for modelling and forecastingRandomized unit root processes for modelling and forecasting financial time seriesAA smooth transition to convergence?A smooth transition to convergence?SSpurious rejections by Dickey-Fuller tests in the presence oSpurious rejections by Dickey-Fuller tests in the presence of a break under the nullRecent developments in time series
RRandomized unit root processes for modelling and forecastingRandomized unit root processes for modelling and forecasting financial time series
SSpurious rejections by Dickey-Fuller tests in the presence oSpurious rejections by Dickey-Fuller tests in the presence of a break under the null