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Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability: evidence from big macroeconomic US data
Siliverstovs, Boriss; Wochner, Daniel S. - 2020
Persistent link: https://www.econbiz.de/10012302444
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542210
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Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper; Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000997695
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
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A test for serial dependence using neural networks
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564910
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075
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The interrelation of wage series of firms to each other and to the series of their employment level : facts from microdata
Schwartz, Abba - 1998
Persistent link: https://www.econbiz.de/10000997852
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015