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Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan; Peel, David - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668
Persistent link: https://www.econbiz.de/10003360464
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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
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Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Dependence-robust inference using resampled statistics
Leung, Michael P. - In: Journal of applied econometrics 37 (2022) 2, pp. 270-285
Persistent link: https://www.econbiz.de/10013165233
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Long-run trends in internal migrations in Italy : a study in panel cointegration with dependent units
Fachin, Stefano - In: Journal of applied econometrics 22 (2007) 2, pp. 401-428
Persistent link: https://www.econbiz.de/10003455462
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Finite sample evidence of IV estimators under weak instruments
Flores-Lagunes, Alfonso - In: Journal of applied econometrics 22 (2007) 3, pp. 677-694
Persistent link: https://www.econbiz.de/10003455487
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Forecast evaluation of small nested model sets
Hubrich, Kirstin; West, Kenneth D. - In: Journal of applied econometrics 25 (2010) 4, pp. 574-594
Persistent link: https://www.econbiz.de/10008667474
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Statistical inference for aggregates of Farrell-type efficiencies
Simar, Léopold; Zelenyuk, Valentin - In: Journal of applied econometrics 22 (2007) 7, pp. 1367-1394
Persistent link: https://www.econbiz.de/10003619780
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Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: Journal of applied econometrics 20 (2005) 7, pp. 911-930
Persistent link: https://www.econbiz.de/10003243480