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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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On efficient estimation with panel data : an empirical comparison of instrumental variables estimators
Baltagi, Badi H. - In: Journal of applied econometrics 5 (1990) 4, pp. 401-406
Persistent link: https://www.econbiz.de/10001099932
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Cointegration in a macroeconomic system
Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
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Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey - In: Journal of applied econometrics 12 (1997) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
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Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard - In: Journal of applied econometrics 11 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
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The excess co-movement of commodity prices reconsidered
Deb, Partha - In: Journal of applied econometrics 11 (1996) 3, pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
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On a double-threshold autoregressive heteroscedastic time series model
Li, C. W. - In: Journal of applied econometrics 11 (1996) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10001201935
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Applied cointegration analysis in the mirror of macroeconomic theory
Söderlind, Paul - In: Journal of applied econometrics 11 (1996) 4, pp. 363-381
Persistent link: https://www.econbiz.de/10001202519