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Threshold autoregression with a unit root
Caner, Mehmet; Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
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Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 5, pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Explaining investment dynamics in US manufacturing : a generalized (S,s) approach
Caballero, Ricardo J.; Engel, Eduardo - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 4, pp. 783-826
Persistent link: https://www.econbiz.de/10001390140
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Nonlinear regressions with integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
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Statistical properties of microstructure noise
Jacod, Jean; Li, Yingying; Zheng, Xinghua - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114