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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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Time series evidence of unemployment flows : the sample period matters
Merz, Monika - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 324-334
Persistent link: https://www.econbiz.de/10001410714
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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
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LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.; Rachinger, Heiko; Velasco, Carlos - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
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Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
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Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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Long memory factor model : on estimation of factor memories
Cheung, Ying Lun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
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Weak instrument robust tests in GMM and the new Keynesian Phillips curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-339
Persistent link: https://www.econbiz.de/10003893878