Narrow search
Showing 1 - 10 of 708
Cover Image
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Cover Image
Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Cover Image
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G. - In: Journal of econometrics 88 (1999) 2, pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Cover Image
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Journal of econometrics 224 (2021) 1, pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
Cover Image
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Cover Image
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Cover Image
A multicointegration model of global climate change
Bruns, Stephan B.; Csereklyei, Zsuzsanna; Stern, David I. - In: Journal of econometrics 214 (2020) 1, pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Cover Image
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - In: Journal of econometrics 214 (2020) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Cover Image
Global temperatures and greenhouse gases : a common features approach
Li, Chen; Gao, Jiti; Vahid, Farshid - In: Journal of econometrics 230 (2022) 2, pp. 240-254
Persistent link: https://www.econbiz.de/10013463801