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Threshold effects in nonlinear models with an application to the social capital-retirement-health relationship
Gannon, Brenda; Harris, David; Harrison, Mark - In: Health economics 23 (2014) 9, pp. 1072-1083
Persistent link: https://www.econbiz.de/10011306418
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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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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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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
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Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?
Herwartz, Helmut; Lange, Alexander; Maxand, Simone - In: Economic inquiry 60 (2022) 2, pp. 668-693
Persistent link: https://www.econbiz.de/10013168173
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10014483714