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Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
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ARTICLES - Inference in Cointegrating Models: UK M1 Revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Journal of economic surveys 12 (1998) 5, pp. 533-572
Persistent link: https://www.econbiz.de/10007691284
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-593
Persistent link: https://www.econbiz.de/10001400863
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Using model selection algorithms to obtain reliable coefficient estimates
Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - In: Journal of economic surveys 27 (2013) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10009759973
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USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES
Castle, Jennifer L.; Qin, Xiaochuan; Robert Reed, W. - In: Journal of economic surveys 27 (2013) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10010088690
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ARTICLES - Approximations to the Asymptotic Distribution of Cointegration Tests
Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-594
Persistent link: https://www.econbiz.de/10007691283
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Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
Pretis, Felix; Schneider, Lea; Smerdon, Jason E.; … - In: Journal of economic surveys 30 (2016) 3, pp. 403-429
Persistent link: https://www.econbiz.de/10011553692
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Comments - Applied Econometrics without Sinning
Hendry, David F. - In: Journal of economic surveys 16 (2002) 4, pp. 591-604
Persistent link: https://www.econbiz.de/10007661234