Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 77 (2002)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/ecolet
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- Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-5.
- Bouchouicha, Ranoua & Ftiti, Zied, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, vol. 29(5), pages 1820-1829.
- Mohamed Safouane Ben Aissa & Mohamed Boutahar & Jamel Jouini, 2004. "Bai and Perron's and spectral density methods for structural change detection in the US inflation process," Applied Economics Letters, Taylor and Francis Journals, vol. 11(2), pages 109-115.
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- repec:ebl:ecbull:v:3:y:2004:i:4:p:1-5 is not listed on IDEAS
- repec:ebl:ecbull:v:3:y:2003:i:32:p:1-7 is not listed on IDEAS
- Mohamed Boutahar & Jamel Jouini, 2007. "A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series," Working Papers halshs-00354249, HAL.
- Ahamada Ibrahim, 2003. "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-7.
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