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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
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Estimation theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
66
Applied economics letters
43
Applied economics
31
Economic modelling
30
Econometric reviews
26
Economics letters
26
Econometric theory
24
Econometrics : open access journal
20
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20
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20
International journal of economics and finance
17
Cowles Foundation discussion paper
15
CREATES research paper
14
Discussion paper / Tinbergen Institute
14
Journal of international money and finance
14
Journal of macroeconomics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
The econometrics journal
13
CESifo working papers
12
Discussion papers / Department of Economics, University of Copenhagen
12
International review of economics & finance : IREF
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
International journal of finance & economics : IJFE
11
The empirical economics letters : a monthly international journal of economics
11
Journal of international financial markets, institutions & money
10
Open economies review
10
Cogent economics & finance
9
Cowles Foundation Discussion Paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Japan and the world economy : international journal of theory and policy
9
Journal of risk and financial management : JRFM
9
The International trade journal
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Working paper
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Asian African journal of economics and econometrics
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
Oxford bulletin of economics and statistics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
Discussion papers of interdisciplinary research project 373
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15
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date (oldest first)
1
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
2
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
3
Testing for
cointegration
with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
4
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
5
Testing
cointegration
in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Saved in:
6
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
7
Exchange rate misalignment and economic growth : evidence from nonlinear panel
cointegration
and granger causality tests
Tipoy, Christian K.
;
Breitenbach, Marthinus C.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897368
Saved in:
8
More powerful
cointegration
tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
Saved in:
9
Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand
Lieb, Lenard
;
Candelon, Bertrand
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10011339429
Saved in:
10
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
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