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The KPSS test with seasonal dummies

Phillips, Peter C. B.; Jin, Sainan - In: Economics Letters 77 (2002) 2, pp. 239-243

Persistent link: https://www.econbiz.de/10005296458

A new approach to robust inference in cointegration

Jin, Sainan; Phillips, Peter C.B.; Sun, Yixiao - In: Economics Letters 91 (2006) 2, pp. 300-306

Persistent link: https://www.econbiz.de/10005307231

More efficient estimation of nonparametric panel data models with random effects

Su, Liangjun; Ullah, Aman - In: Economics Letters 96 (2007) 3, pp. 375-380

Persistent link: https://www.econbiz.de/10005296759

Profile likelihood estimation of partially linear panel data models with fixed effects

Su, Liangjun; Ullah, Aman - In: Economics Letters 92 (2006) 1, pp. 75-81

Persistent link: https://www.econbiz.de/10005307754

A simple test for multivariate conditional symmetry

Su, Liangjun - In: Economics Letters 93 (2006) 3, pp. 374-378

Persistent link: https://www.econbiz.de/10005355344

Structural change estimation in time series regressions with endogenous variables

Qian, Junhui; Su, Liangjun - In: Economics Letters 125 (2014) 3, pp. 415-421

We propose to apply the group fused Lasso to estimate time series models with endogenous regressors and an unknown number of breaks. It can correctly determine the number of breaks and estimate the break dates asymptotically. Simulations and applications are given.

Persistent link: https://www.econbiz.de/10011116212