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~isPartOf:"Oxford bulletin of economics and statistics"
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Estimation theory
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131
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47
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40
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Westerlund, Joakim
8
Hendry, David F.
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Banerjee, Anindya
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Giles, David E. A.
4
Urbain, Jean-Pierre
4
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3
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Mark, Nelson C.
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Modarres, Reza
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3
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3
Phillips, Peter C. B.
3
Robertson, Donald
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Sul, Donggyu
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2
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2
Ericsson, Neil R.
2
Fanelli, Luca
2
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2
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Oxford bulletin of economics and statistics
Journal of econometrics
1,755
Economics letters
1,327
MPRA Paper
1,167
NBER working paper series
1,006
NBER Working Paper
952
Working paper / National Bureau of Economic Research, Inc.
828
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779
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704
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651
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625
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613
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587
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511
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504
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482
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
386
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354
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328
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325
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307
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303
The econometrics journal
302
Journal of economic dynamics & control
290
Journal of international money and finance
283
Tinbergen Institute Discussion Paper
273
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264
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ECONIS (ZBW)
270
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1
A guide to autoregressive distributed lag models for impulse response estimations
Baek, ChaeWon
;
Lee, Byoungchan
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1101-1122
Persistent link: https://www.econbiz.de/10013468543
Saved in:
2
Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian
;
Carbonero, Francesco
;
Klinger, Sabine
; …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
Saved in:
3
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
Saved in:
4
Finite sample correction factors for panel
cointegration
tests
Hlouskova, Jaroslava
;
Wagner, Martin
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 851-881
Persistent link: https://www.econbiz.de/10003898995
Saved in:
5
The likelihood ratio test for the rank of a
cointegration
submatrix
Paruolo, Paolo
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Saved in:
6
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
Saved in:
7
Practical problems with reduced-rank ML estimators for
cointegration
parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
8
Inference of seasonal
cointegration
: Gaussian reduced rank estimation and tests for various types of
cointegration
Ahn, Sung K.
;
Cho, Sinsup
;
Seong, B. Chan
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
Saved in:
9
Multiple testing for no
cointegration
under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
10
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
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