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Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
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Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi
;
Demetrescu, Matei
- In:
Econometric theory
37
(
2021
)
4
,
pp. 769-793
Persistent link: https://www.econbiz.de/10012618201
Saved in:
2
(When) do long autoregressions account for neglected changes in parameters?
Demetrescu, Matei
;
Hassler, Uwe
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1317-1348
Persistent link: https://www.econbiz.de/10011661902
Saved in:
3
Long memory testing in the time domain
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10003894143
Saved in:
4
LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
Saved in:
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