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Testing for granger causality in moments
Chen, Yi-Ting - In: Oxford bulletin of economics and statistics 78 (2016) 2, pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
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The flexible fourier form and local generalised least squares de-trended unit root tests
Rodrigues, Paulo M. M.; Taylor, Robert - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-759
Persistent link: https://www.econbiz.de/10009712119
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A new test for structural stability based on recursive residuals
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 61 (1999) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
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A simple improvement of the IV-estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 113-125
Persistent link: https://www.econbiz.de/10011494641
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Near observational equivalence and fractionally integrated processes
Mármol, Francesc; Reboredo, Juan Carlos - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 283-290
Persistent link: https://www.econbiz.de/10001407326
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Testing stationarity in small- and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 669-690
Persistent link: https://www.econbiz.de/10009308826
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An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 752-764
Persistent link: https://www.econbiz.de/10011579106