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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
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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
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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
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Conditional Euro Area sovereign default risk
Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 271-284
Persistent link: https://www.econbiz.de/10010488563
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Weak instrument robust tests in GMM and the new Keynesian Phillips curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-339
Persistent link: https://www.econbiz.de/10003893878
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Robust nonnested testing and the demand for money
Choi, Hwan-Sik; Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10003625184
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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
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A test for superior predictive ability
Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
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A trading approach to testing for predictability
Anatolyev, Stanislav; Gerko, Alexander - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
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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