Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density

Author： Ahamada Ibrahim   Jouini Jamel   Boutahar Mohamed  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.36, Iss.10, 2004-06, pp. : 1095-1101

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate - An approach based on the evolutionary spectral density

By Ahamada I.  

Economics Letters, Vol. 77, Iss. 2, 2002-10 ,pp. : 177-186

Elsevier

Access to resources Recommend Favorite

Erratum to ''Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate - An approach based on the evolutionary spectral density'' [Economics Letters 77 (2002) 177-186]

By Ahamada I.   Boutahar M.  

Economics Letters, Vol. 78, Iss. 2, 2003-02 ,pp. : 293-293

Elsevier

Access to resources Recommend Favorite

A non-parametric approach to non-linear causality testing

By Bell D.   Kay J.   Malley J.  

Economics Letters, Vol. 51, Iss. 1, 1996-04 ,pp. : 7-18

Elsevier

Access to resources Recommend Favorite

Efficiency of a fixed but allocatable input: A non-parametric approach

By Fare R.   Grabowski R.   Grosskopf S.   Kraft S.  

Economics Letters, Vol. 56, Iss. 2, 1997-10 ,pp. : 187-193

Elsevier

Access to resources Recommend Favorite

Consumer confidence and consumption forecast: a non-parametric approach

By Bruno Giancarlo  

Empirica, Vol. 41, Iss. 1, 2014-02 ,pp. : 37-52

Springer Publishing Company

Access to resources Recommend Favorite