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~person:"Frondel, Manuel"
~person:"Taylor, Robert"
~subject:"Behavioral operations"
~subject:"Cost function"
~subject:"Panel"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"forecasting"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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A Practitioner's Guide to Lag...
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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2
A focused information criterion for quantile regression : evidence for the rebound effect
Behl, Peter
;
Dette, Holger
;
Frondel, Manuel
;
Vance, Colin
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 223-227
Persistent link: https://www.econbiz.de/10012175772
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3
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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4
Energy substitution : when model selection depends on the focus
Behl, Peter
;
Dette, Holger
;
Frondel, Manuel
;
Tauchmann, …
- In:
Energy economics
39
(
2013
),
pp. 233-238
Persistent link: https://www.econbiz.de/10010234940
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5
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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6
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
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