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- 2021
-
Mark
A simple wavelet-based test for serial correlation in panel data models
(
- Contribution to journal › Article
- 2020
-
Mark
Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model
(
- Contribution to journal › Article
- 2015
-
Mark
Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
(
- Contribution to journal › Article
- 2014
-
Mark
A Bayesian MCMC based estimation of Long memory in state space model
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
(
- Contribution to journal › Article
- 2013
-
Mark
Wavelet based outlier correction for power controlled turning point detection in surveillance systems Economic Modelling
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2011
-
Mark
Essays on statistical testing using wavelet methodologies
2011)(
- Thesis › Doctoral thesis (monograph)
-
Mark
Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Testing for unit roots in panel data using wavelet ratio method
2011) In Computational Economics(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2010
-
Mark
Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion
(
- Contribution to specialist publication or newspaper › Specialist publication article