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Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 22/24, pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
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An extension of the asymmetric causality tests for dealing with deterministic trend components
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics 48 (2016) 40/42, pp. 4033-4041
Persistent link: https://www.econbiz.de/10011639959
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Quantile serial dependence in crude oil markets : evidence from improved quantilogram analysis with quantile wild bootstrapping
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Applied economics 49 (2017) 29, pp. 2817-2828
Persistent link: https://www.econbiz.de/10011819732
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Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.; Sam, Chung Yan; Khoon, Goh Soo - In: Applied economics 50 (2018) 13, pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
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Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang - In: Applied economics 55 (2023) 5, pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Forecasting Brazilian inflation by its aggregate and disaggregated data : a test of predictive power by forecast horizon
Carlo, Thiago Carlomagno; Marçal, Emerson Fernandes - In: Applied economics 48 (2016) 49/51, pp. 4846-4860
Persistent link: https://www.econbiz.de/10011641013