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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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A new nonparametric quantile estimate for length-biased data with competing risks
Zhang, Feipeng; Tan, Zhong - In: Economics letters 137 (2015), pp. 10-12
Persistent link: https://www.econbiz.de/10011436181
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Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
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A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao - In: Economics letters 232 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 225 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
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The term structure of interest rates and regime shifts : some empirical results
Kugler, Peter - In: Economics letters 50 (1996) 1, pp. 121-126
Persistent link: https://www.econbiz.de/10001194156
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The economic impact of Swiss smoking bans on the hospitality sector
Marti, Joachim; Schläpfer, Jörg - In: Economics letters 124 (2014) 1, pp. 136-139
Persistent link: https://www.econbiz.de/10010490548
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Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme; Shaw, Philip - In: Economics letters 125 (2014) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10010504778