Chen, Pu; Hsiao, Chih-Ying Causal inference for structural equations: with an application to wage-price spiral. (English) Zbl 1231.91379 Comput. Econ. 36, No. 1, 17-36 (2010). MSC: 91B84 PDFBibTeX XMLCite \textit{P. Chen} and \textit{C.-Y. Hsiao}, Comput. Econ. 36, No. 1, 17--36 (2010; Zbl 1231.91379) Full Text: DOI
Boutahar, Mohamed; Gbaguidi, David Which econometric specification to characterize the U.S. inflation rate process? (English) Zbl 1187.91154 Comput. Econ. 34, No. 2, 145-172 (2009). MSC: 91B84 62P20 62M10 62M20 PDFBibTeX XMLCite \textit{M. Boutahar} and \textit{D. Gbaguidi}, Comput. Econ. 34, No. 2, 145--172 (2009; Zbl 1187.91154) Full Text: DOI
Gil-Alana, Luis A. The stochastic permanent break model and the fractional integration hypothesis. (English) Zbl 1092.62584 Comput. Econ. 23, No. 4, 315-324 (2004). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{L. A. Gil-Alana}, Comput. Econ. 23, No. 4, 315--324 (2004; Zbl 1092.62584) Full Text: DOI
Gil-Alana, Luis A. Structural change and the order of integration in univariate time series. (English) Zbl 1066.91080 Comput. Econ. 23, No. 3, 239-254 (2004). MSC: 91B84 PDFBibTeX XMLCite \textit{L. A. Gil-Alana}, Comput. Econ. 23, No. 3, 239--254 (2004; Zbl 1066.91080) Full Text: DOI
Brooks, Chris; Rew, Alistair G. Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors. (English) Zbl 1037.62084 Comput. Econ. 20, No. 3, 157-176 (2002). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{C. Brooks} and \textit{A. G. Rew}, Comput. Econ. 20, No. 3, 157--176 (2002; Zbl 1037.62084) Full Text: DOI