The following pages link to The Econometrics Journal (Q59215):
Displayed 50 items.
- The consequences of seasonal adjustment for periodic autoregressive processes (Q3023023) (← links)
- Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← links)
- Testing linearity in cointegrating smooth transition regressions (Q3023026) (← links)
- Response error in a transformation model with an application to earnings‐equation estimation* (Q3023027) (← links)
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (Q3023028) (← links)
- Markov switching stochastic frontier model (Q3023029) (← links)
- Semiparametric mixture models for multivariate count data, with application (Q3023031) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- Oil prices and exchange rates: Norwegian evidence (Q3023034) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- Testing for duration dependence in economic cycles (Q3023037) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* (Q3023040) (← links)
- A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
- Identification of causal factor models of stationary time series (Q3023042) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- Pooling of forecasts (Q3156184) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Linearity tests and stationarity (Q3156186) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
- Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) (← links)
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- Two‐stage quantile regression when the first stage is based on quantile regression (Q3156193) (← links)
- Modelling phase shifts among stochastic cycles (Q3156195) (← links)
- Cointegration analysis in the presence of outliers (Q3156196) (← links)
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)
- Estimation of the mean of a univariate normal distribution when the variance is not known (Q3367404) (← links)
- On the arbitrariness of some asymptotic test statistics based on generalized inverses (Q3367405) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
- Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- Estimating cointegrating relations from a cross section (Q3367411) (← links)
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
- Repeated surveys and the Kalman filter (Q3367414) (← links)
- Measurement of aggregate risk with copulas (Q3367416) (← links)
- Temporal disaggregation by state space methods: Dynamic regression methods revisited (Q3422389) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- Cross‐validation and non‐parametric k nearest‐neighbour estimation (Q3422393) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- Non-parametric regression for binary dependent variables (Q3422397) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Estimating GARCH models: when to use what? (Q3499426) (← links)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)