Semiparametric estimation and inference for trending I(d) and related processes
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- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"Nelson–Plosser revisited: The ACF approach,"
Journal of Econometrics,
Elsevier, vol. 175(1), pages 22-34.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
- Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper series 18_08, Rimini Centre for Economic Analysis.
- Christian Macaro, 2007. "The Impact of Vintage on the Persistence of Gross Domestic Product Shocks," CEIS Research Paper 101, Tor Vergata University, CEIS.
- Macaro, Christian, 2008. "The impact of vintage on the persistence of gross domestic product shocks," Economics Letters, Elsevier, vol. 98(3), pages 301-308, March.
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