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The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
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Power of tests for unit roots in the presence of a linear trend
Nielsen, Bent - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 619-644
Persistent link: https://www.econbiz.de/10003759116
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Estimation bias and inference in overlapping autoregressions : implications for the target-zone literature
Darvas, Zsolt M. - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003624783
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State-dependent threshold smooth transition autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
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GMM estimation with non-causal instruments under rational expectations
Lof, Matthus - In: Oxford bulletin of economics and statistics 76 (2014) 2, pp. 279-286
Persistent link: https://www.econbiz.de/10010474930
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian; Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
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Revisiting error-autocorrelation correction : common factor restrictions and Granger non-causality
MacGuirk, Anya M.; Spanos, Aris - In: Oxford bulletin of economics and statistics 71 (2009) 2, pp. 273-294
Persistent link: https://www.econbiz.de/10003814733
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138
Persistent link: https://www.econbiz.de/10010439610