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Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine; Hong, Yongmiao - In: International economic review 52 (2011) 4, pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
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Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao; Wang, Xia; Wang, Shouyang - In: International economic review 58 (2017) 4, pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
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Improving forecast accuracy by combining recursive and rolling forecasts
Clark, Todd E.; McCracken, Michael W. - In: International economic review 50 (2009) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10003843049
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Profitability of product bundling
Chen, Yongmin; Riordan, Michael H. - In: International economic review 54 (2013) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10009715160
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Prior elicitation in multiple change-point models
Koop, Gary; Potter, Simon M. - In: International economic review 50 (2009) 3, pp. 751-772
Persistent link: https://www.econbiz.de/10003876303
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Evidence on features of a DSGE business cycle model from Bayesian model averaging
Strachan, Rodney W.; Dijk, Herman K. van - In: International economic review 54 (2013) 1, pp. 385-402
Persistent link: https://www.econbiz.de/10009715131
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Spatial panels : random components versus fixed effects
Lee, Lung-fei; Yu, Jihai - In: International economic review 53 (2012) 4, pp. 1369-1412
Persistent link: https://www.econbiz.de/10009696268