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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - In: The econometrics journal 27 (2024) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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Asymptotic inference results for multivariate long-memory processes
Dolado, Juan J.; Mármol, Francesc - In: The econometrics journal 7 (2004) 1, pp. 168-190
Persistent link: https://www.econbiz.de/10002121999
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M. - In: The econometrics journal 12 (2009) 1, pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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Two-way exclusion restrictions in models with heterogeneous treatment effects
Liu, Shenglong; Mourifié, Ismael; Wan, Yuanyuan - In: The econometrics journal 23 (2020) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10012385269
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Consistent tests for conditional treatment effects
Hsu, Yu-Chin - In: The econometrics journal 20 (2017) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011719929
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Inference on finite-population treatment effects under limited overlap
Hong, Han; Leung, Michael P.; Li, Jessie - In: The econometrics journal 23 (2020) 1, pp. 32-47
Persistent link: https://www.econbiz.de/10012166806
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Machine learning estimation of heterogeneous causal effects : empirical Monte Carlo evidence
Knaus, Michael C.; Lechner, Michael; Strittmatter, Anthony - In: The econometrics journal 24 (2021) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10012504459
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Estimation and inference on treatment effects under treatment-based sampling designs
Song, Kyungchul; Yu, Zhengfei - In: The econometrics journal 25 (2022) 3, pp. 554-575
Persistent link: https://www.econbiz.de/10013399762