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Spurious regressions with stationary processes around linear trends

Kim, Tae-Hwan; Lee, Young-Sook; Newbold, Paul - In: Economics Letters 83 (2004) 2, pp. 257-262

Persistent link: https://www.econbiz.de/10005296815

Spurious nonlinear regressions in econometrics

Lee, Young-Sook; Kim, Tae-Hwan; Newbold, Paul - In: Economics Letters 87 (2005) 3, pp. 301-306

Persistent link: https://www.econbiz.de/10005307667

Estimating monetary reaction functions at near zero interest rates

Kim, Tae-Hwan; Mizen, Paul - In: Economics Letters 106 (2010) 1, pp. 57-60

The importance of truncated distributions for bias in estimation is demonstrated for a Japanese policy reaction function. Due to the proximity of a zero lower bound (ZLB) on interest rates, coefficient estimates can be biased upwards. This paper illustrates the importance of measuring and...

Persistent link: https://www.econbiz.de/10008474069

On tests for changes in persistence

Leybourne, Stephen; Taylor, A. M. Robert - In: Economics Letters 84 (2004) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10005296264

Computation of the Beveridge-Nelson decomposition for multivariate economic time series

Arino, Miguel A.; Newbold, Paul - In: Economics Letters 61 (1998) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10005296299

Seasonal unit root tests with seasonal mean shifts

Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Economics Letters 76 (2002) 2, pp. 295-302

Persistent link: https://www.econbiz.de/10005269743

Spurious number of breaks

Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming - In: Economics Letters 50 (1996) 2, pp. 175-178

Persistent link: https://www.econbiz.de/10005270004

The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag

Agiakloglou, Christos; Newbold, Paul - In: Economics Letters 52 (1996) 3, pp. 229-234

Persistent link: https://www.econbiz.de/10005276029