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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
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Miller and Modigliani, preditive return regressions and cointegration
Alessandri, Piergiorgio; Robertson, Donald; Wright, Stephen - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 181-207
Persistent link: https://www.econbiz.de/10003679734
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Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 69 (2007) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
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Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
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Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
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Testing for fractional integration versus short memory with structural breaks
Mayoral, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 278-305
Persistent link: https://www.econbiz.de/10009526715