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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
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Economic tracking portfolios
Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James - In: Journal of econometrics 87 (1998) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
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A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael; Walter, Ronja - In: Journal of econometrics 155 (2010) 2, pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 170 (2012) 1, pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi; Lundblad, Christian - In: Journal of econometrics 109 (2002) 2, pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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The effect of college curriculum on earnings : an affinity identifier for non-ignorable non-response bias
Hamermesh, Daniel S.; Donald, Stephen G. - In: Journal of econometrics 144 (2008) 2, pp. 479-491
Persistent link: https://www.econbiz.de/10003774688
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Social security and the retirement and savings behavior of low-income households
Klaauw, Wilbert van der; Wolpin, Kenneth I. - In: Journal of econometrics 145 (2008) 1/2, pp. 21-42
Persistent link: https://www.econbiz.de/10003775950
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The thick market effect on local unemployment rate fluctuations
Gan, Li; Zhang, Qinghua - In: Journal of econometrics 133 (2006) 1, pp. 127-152
Persistent link: https://www.econbiz.de/10003354558