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Journal of applied econometrics
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ECONIS (ZBW)
385
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1
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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2
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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3
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
4
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
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5
Modelling regime switching and structural breaks with an infinite hidden Markov model
Song, Yong
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 815-842
Persistent link: https://www.econbiz.de/10010414844
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6
US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
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7
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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8
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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9
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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10
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In
;
Chue, Timothy K.
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
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