Narrow search
Showing 1 - 10 of 112
Cover Image
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
Cover Image
Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Cover Image
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Cover Image
On unit-root tests when the alternative is a trend-break stationary process
Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 174-184
Persistent link: https://www.econbiz.de/10001728894
Cover Image
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
Cover Image
Preference heterogeneity and the rank of demand systems
Lyssiotou, Panayiota Flori; Pashardes, Panos; Stengos, … - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 248-252
Persistent link: https://www.econbiz.de/10001410691
Cover Image
Time series evidence of unemployment flows : the sample period matters
Merz, Monika - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 324-334
Persistent link: https://www.econbiz.de/10001410714
Cover Image
Testing for forecast consensus
Gregory, Allan W.; Smith, Gregor W.; Yetman, James - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
Cover Image
Changepoint tests designed for the analysis of hiring data arising in employment discrimination cases
Freidlin, Boris; Gastwirth, Joseph L. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 315-322
Persistent link: https://www.econbiz.de/10001493861
Cover Image
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.; Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 266-277
Persistent link: https://www.econbiz.de/10003349339