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Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the UK
Sarno, Lucio - In: Journal of macroeconomics 20 (1998) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10001239256
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Efficient detrending in cointegrating regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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Estimating growth equations for previously centrally planned economies : dealing with dubious data and disparate information
Leamer, Edward E.; Taylor, Mark P. - In: Journal of macroeconomics 21 (1999) 4, pp. 639-671
Persistent link: https://www.econbiz.de/10001419104
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How to estimate autoregressive roots near unity
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie - In: Econometric theory 17 (2001) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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On Granger causality and the monetary approach to the balance of payments
Taylor, Mark P. - In: Journal of macroeconomics 9 (1987) 2, pp. 239-253
Persistent link: https://www.econbiz.de/10001088068
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"The case of the missing money" and the Lucas critique
Cuthbertson, Keith - In: Journal of macroeconomics 12 (1990) 3, pp. 437-454
Persistent link: https://www.econbiz.de/10001088900
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Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
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Partially linear models with unit roots
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 21 (2005) 5, pp. 877-906
Persistent link: https://www.econbiz.de/10003101944
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Power functions and envelopes for unit root tests
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 19 (2003) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10001743400