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Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves; Banerjee, Anurag Narayan - 2012
Persistent link: https://www.econbiz.de/10009672420
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Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009672758
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Threshold autoregressions under near integratedness
Pitarakis, Jean-Yves - 2010
Persistent link: https://www.econbiz.de/10003982442
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Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves - 2004
Persistent link: https://www.econbiz.de/10002223966
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Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10002578618
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Joint detection of structural change and nonstationarity in autoregression
Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009127312
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The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K.; Zou, Guohua; Banerjee, Anurag Narayan - 2004
Persistent link: https://www.econbiz.de/10002086486
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On the "Hirshleifer effect" of unscheduled monetary policy announcements
Banerjee, Anurag Narayan; Seccia, Giulio - 2002
Persistent link: https://www.econbiz.de/10001765766
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Does a sudden death liven up the game? : Rules, incentives, and strategy in football
Banerjee, Anurag Narayan; Swinnen, Johan F. M. - 2002
Persistent link: https://www.econbiz.de/10001765770
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A method of estimating the average derivative, the multivariate case
Banerjee, Anurag Narayan - 2002
Persistent link: https://www.econbiz.de/10001765775