The following pages link to (Q4593677):
Displaying 17 items.
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- On adding over-identifying instrumental variables to simultaneous equations (Q533939) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen (Q2815580) (← links)
- (Q2971503) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Discussion: The forward search: theory and data analysis (Q5971302) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
