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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

, и . Journal of Econometrics, 115 (1): 29--52 (июля 2003)

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Xavier Lee Lee

Bongsoo Lee

The role of negative regulators in coordination of the Myxococcus xanthus developmental program. Uni Marburg, (2009)

Min-Hi Lee

Induction and regulation of antiviral defence mechanisms through intracytoplasmic sensors. HU Berlin, (2009)

Sangbok Lee

Nathaniel Lee

 

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M-Estimation for regressions with integrated regressors and arma errors, и . Journal of Time Series Analysis, 25 (2): 283--299 (61 03 2004)doi: 10.1046/j.0143-9782.2003.00350.x.Limit theorems for some doubly stochastic processes. Statistics & Probability Letters, 32 (2): 215--221 (01.03.1997)Asymptotic behaviors of randomly perturbed dynamical systems. Stochastic Analysis and Applications, 17 (6): 993--1008 (1999)An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models, и . Journal of Econometrics, 115 (1): 29--52 (июля 2003)Asymmetry and nonstationarity for a seasonal time series model, и . Journal of Econometrics, 136 (1): 89--114 (января 2007)A note on stationarity of the MTAR process on the boundary of the stationarity region, и . Economics Letters, 73 (3): 263--268 (декабря 2001)