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A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 187 (2015) 1, pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
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Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 184 (2015) 2, pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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A discrete model for bootstrap iteration
Davidson, Russell - In: Journal of econometrics 201 (2017) 2, pp. 228-236
Persistent link: https://www.econbiz.de/10011918710
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Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
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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
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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Measurement errors : a principal investigator-agent approach
Philipson, Tomas J.; Malani, Anup - In: Journal of econometrics 91 (1999) 2, pp. 273-298
Persistent link: https://www.econbiz.de/10001382091
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Identification of mixture models using support variations
D'Haultfœuille, Xavier; Février, Philippe - In: Journal of econometrics 189 (2015) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10011502492
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Credible interval estimates for official statistics with survey nonresponse
Manski, Charles F. - In: Journal of econometrics 191 (2016) 2, pp. 293-301
Persistent link: https://www.econbiz.de/10011610537