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Publications by Frédérique Bec

Adaptive Consistent Unit-Root Tests Based on Autoregressive Threshold Model

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Impulsions Dominantes Et Analyse Des Fluctuations De L’économie Française

L'Actualité économique

English

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Estimation for the Autoregressive Moving Average Model With a Unit Root

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Semi-Parametric Seasonal Unit Root Tests

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Capital Adjustment and Limit Cycles: An Empirical Analysis Based on the Threshold Autoregressive Model

International Journal of Economic Behavior and Organization

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A Threshold Autoregressive Model for Wholesale Electricity Prices

Journal of the Royal Statistical Society. Series C: Applied Statistics

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Unit Root Tests and Heavy-Tailed Innovations

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Panel Unit Root Tests and Spatial Dependence

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Truncated Product Methods for Panel Unit Root Tests*

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Seasonal Unit Root Tests With Seasonal Mean Shifts

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