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Unit root log periodogram regression
Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Spurious regressions in technical trading
Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
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Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander; Horváth, Lajos; Hušková, Marie - In: Journal of econometrics 168 (2012) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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Structural breaks with deterministic and stochastic trends
Perron, Pierre; Zhu, Xiaokang - In: Journal of econometrics 129 (2005) 1/2, pp. 65-119
Persistent link: https://www.econbiz.de/10003172697
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Variable selection for high-dimensional regression models with time series and heteroscedastic errors
Chiou, Hai-Tang; Guo, Meihui; Ing, Ching-Kang - In: Journal of econometrics 216 (2020) 1, pp. 118-136
Persistent link: https://www.econbiz.de/10012439653
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Multiscale clustering of nonparametric regression curves
Vogt, Michael; Linton, Oliver - In: Journal of econometrics 216 (2020) 1, pp. 305-325
Persistent link: https://www.econbiz.de/10012439696