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Area disparities in Britain : understanding the contribution of people vs. place through variance decompositions
Gibbons, Steve; Overman, Henry G.; Pelkonen, Panu - In: Oxford bulletin of economics and statistics 76 (2014) 5, pp. 745-763
Persistent link: https://www.econbiz.de/10010474838
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku; Nyberg, Henri - In: Oxford bulletin of economics and statistics 78 (2016) 4, pp. 595-603
Persistent link: https://www.econbiz.de/10011579054
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias; Herwartz, Helmut - In: Oxford bulletin of economics and statistics 80 (2018) 1, pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
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Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
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Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries
Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 645-663
Persistent link: https://www.econbiz.de/10003759120
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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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On critical values of tests against a change in persistence
Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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Disproving causal relationships using observational data
Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10003837859
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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