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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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Causal inference by independent component analysis : theory and applications
Moneta, Alessio; Entner, Doris; Hoyer, Patrik O.; Coad, … - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 705-730
Persistent link: https://www.econbiz.de/10010225406
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516
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Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut; Plödt, Martin - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
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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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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno; Nunes, Luis C. - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
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On the behaviour of Phillips-Perron tests in the presence of persistent cycles
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Oxford bulletin of economics and statistics 77 (2015) 4, pp. 495-511
Persistent link: https://www.econbiz.de/10011383853