Narrow search
Showing 1 - 10 of 29
Cover Image
Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Cover Image
Annals journal of econometrics: Causality and exogeneity in econometrics
Bauwens, Luc (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003348748
Cover Image
Causality and exogeneity in econometrics : editorial
Bauwens, Luc; Boswijk, Herman Peter; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
Cover Image
Cross-sectional averages versus principal components
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of econometrics 185 (2015) 2, pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Cover Image
Factor structures in panel and multivariate time series data
Palm, Franz C. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009270428
Cover Image
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Journal of econometrics 163 (2011) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10009270441
Cover Image
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - In: Journal of econometrics 214 (2020) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Cover Image
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Cover Image
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Cover Image
A neural network demand system with heteroskedastic errors
McAleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10003809381