Time Series Econometrics
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DOI: 10.1007/978-3-319-98282-3
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References listed on IDEAS
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- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019.
"Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence,"
Empirical Economics, Springer, vol. 56(1), pages 61-79, January.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers 2013-19, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 1403, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
- Lusine Lusinyan & John Thornton, 2011. "Unit roots, structural breaks and cointegration in the UK public finances, 1750-2004," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2583-2592.
- D. Ventosa-Santaulària, 2009.
"Spurious Regression,"
Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
- Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
- Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013.
"Unit roots, non-linearities and structural breaks,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 4, pages 61-94,
Edward Elgar Publishing.
- Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
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"Growth Rate Estimation in the presence of Unit Roots,"
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- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
Book Chapters
The following chapters of this book are listed in IDEAS- John D. Levendis, 2018. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 0, pages 1-10, Springer.
- John D. Levendis, 2018. "ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 11-46, Springer.
- John D. Levendis, 2018. "Model Selection in ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 3, pages 47-80, Springer.
- John D. Levendis, 2018. "Stationarity and Invertibility," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 4, pages 81-99, Springer.
- John D. Levendis, 2018. "Non-stationarity and ARIMA(p,d,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 5, pages 101-122, Springer.
- John D. Levendis, 2018. "Seasonal ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 6, pages 123-138, Springer.
- John D. Levendis, 2018. "Unit Root Tests," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 7, pages 139-170, Springer.
- John D. Levendis, 2018. "Structural Breaks," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 8, pages 171-196, Springer.
- John D. Levendis, 2018. "ARCH, GARCH and Time-Varying Variance," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 9, pages 197-261, Springer.
- John D. Levendis, 2018. "Vector Autoregressions I: Basics," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 10, pages 263-310, Springer.
- John D. Levendis, 2018. "Vector Autoregressions II: Extensions," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 11, pages 311-341, Springer.
- John D. Levendis, 2018. "Cointegration and VECMs," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 12, pages 343-382, Springer.
- John D. Levendis, 2018. "Conclusion," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 13, pages 383-387, Springer.
- John D. Levendis, 2021. "Correction to: Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 14, pages C1-C1, Springer.
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