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Testing for structural breaks in cointegrated relationships
Gregory, Allan W. - In: Journal of econometrics 71 (1996) 1, pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
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Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1/2, pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
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Empirical likelihood block bootstrapping
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi - In: Journal of econometrics 161 (2011) 2, pp. 110-121
Persistent link: https://www.econbiz.de/10009242200
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James M.; Watt, David G. - In: Journal of econometrics 71 (1996) 1-2, pp. 321-342
Persistent link: https://www.econbiz.de/10006794472
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Residual-based tests for cointegration in models with regime shifts
Gregory, Allan W.; Hansen, Bruce E. - In: Journal of econometrics 70 (1996) 1, pp. 99-126
Persistent link: https://www.econbiz.de/10006794814
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Discussion: The effect of sampling error on the time series behavior of consumption data
Gregory, Allan W.; Wirjanto, Tony - In: Journal of econometrics 55 (1993) 1-2, pp. 267-274
Persistent link: https://www.econbiz.de/10006805328
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Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1, pp. 213-234
Persistent link: https://www.econbiz.de/10006770116
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Empirical likelihood block bootstrapping
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi - In: Journal of econometrics 161 (2011) 2, pp. 110-122
Persistent link: https://www.econbiz.de/10008877473