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M A Tieslau
M A Tieslau
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Analysing inflation by the fractionally integrated ARFIMA–GARCH model
RT Baillie, CF Chung, MA Tieslau
Journal of applied econometrics 11 (1), 23-40, 1996
8861996
Panel LM unit‐root tests with level shifts
KS Im, J Lee, M Tieslau
Oxford Bulletin of Economics and Statistics 67 (3), 393-419, 2005
5532005
The stability of long-run money demand in five industrial countries
DL Hoffman, RH Rasche, MA Tieslau
Journal of Monetary Economics 35 (2), 317-339, 1995
2541995
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks
T Jewell, J Lee, M Tieslau, MC Strazicich
Journal of Health Economics 22 (2), 313-323, 2003
2182003
The impact of fiscal constitutions on state and local expenditures
D Bails, MA Tieslau
Cato J. 20, 255, 2000
1472000
More powerful unit root tests with non-normal errors
KS Im, J Lee, MA Tieslau
Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014
1192014
More powerful LM unit root tests with non-normal errors
M Meng, KS Im, J Lee, MA Tieslau
Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014
1112014
Whose fault is it? Assigning blame for grade inflation in higher education
RT Jewell, MA McPherson, MA Tieslau
Applied economics 45 (9), 1185-1200, 2013
1012013
International trade and developing countries: an empirical investigation of the Linder hypothesis
MA McPherson, MR Redfearn, MA Tieslau
Applied Economics 33 (5), 649-657, 2001
1012001
A re-examination of the Linder hypothesis: A random-effects Tobit approach
MA McPherson, MR Redfearn, MA Tieslau
International Economic Journal 14 (3), 123-136, 2000
712000
A minimum distance estimator for long-memory processes
MA Tieslau, P Schmidt, RT Baillie
Journal of econometrics 71 (1-2), 249-264, 1996
661996
Panel LM unit root tests with level and trend shifts
J Lee, M Tieslau
Economic Modelling 80, 1-10, 2019
562019
Panel LM unit root tests with trend shifts
KS Im, J Lee, M Tieslau
Available at SSRN 1619918, 2010
512010
Hysteresis in unemployment? Evidence from panel unit root tests with structural change
MC Strazicich, M Tieslau, J Lee
Universidad del Norte de Texas, mimeo, 2001
432001
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures
S Nazlioglu, J Lee, M Tieslau, C Karul, Y You
Econometric Reviews 42 (1), 78-97, 2023
252023
The long memory and variability of inflation: A reappraisal of the Friedman hypothesis
R Baillie, C Chung, M Tieslau
241992
Stationarity of inflation: evidence from panel unit root tests with trend shifts
K Im, J Lee, M Tieslau
20th Annual Meetings of the Midwest Econometrics Group, 2010
222010
Hysteresis in unemployment
MC Strazicich, M Tieslau, J Lee
Evidence from Panel Unit Root Tests with Structural Change, 2001
182001
Strongly dependent economic time series: Theory and applications.
MA Tieslau
61993
Corrigendum to “Stationarity of health expenditures and GDP: Evidence from panel unit root tests with heterogeneous structural breaks”[J. Health Econ. 22 (2003) 313–323]
J Lee, M Tieslau, MC Strazicich, T Jewell
Journal of Health Economics 27 (4), 1141-1142, 2008
32008
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Artikler 1–20