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A simple, robust and powerful test of the trend hypothesis, , и . Journal of Econometrics, 141 (2): 1302--1330 (декабря 2007)The non-normality of some macroeconomic forecast errors, и . International Journal of Forecasting, 19 (4): 635--653 (00 2003)A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS, и . Journal of Time Series Analysis, 24 (2): 159--164 (60 03 2003)doi: 10.1111/1467-9892.00300.Erratum to ``A simple, robust and powerful test of the trend hypothesis'' Journal of Econometrics 141(2) (2007) 1302-1330, , и . Journal of Econometrics, 143 (2): 396--397 (апреля 2008)Seasonal unit root tests with seasonal mean shifts, , и . Economics Letters, 76 (2): 295--302 (июля 2002)Sample size, lag order and critical values of seasonal unit root tests., и . Comput. Stat. Data Anal., 50 (10): 2734-2751 (2006)Modified tests for a change in persistence, , и . Journal of Econometrics, 134 (2): 441--469 (октября 2006)Power of a Unit-Root Test and the Initial Condition, и . Journal of Time Series Analysis, 27 (5): 739--752 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00486.x.Common features in UK sectoral output, и . Economic Modelling, 19 (1): 91--104 (января 2002)