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Band Spectral Regression with Trending Data.

Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - Department of Economics, Tippie College of Business - 1997

Band spectral regression with deterministic and stochastic trends is considered. It is shown that conventional trend removal by regression in the time domain prior to bank spectral regression leads to biased and inconsistent estimates of the parameters in a model with frequency dependent...

Persistent link: https://www.econbiz.de/10005566223

A Rexamination of the Consumption Function Using Frequency Domain Regressions.

Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - Department of Economics, Tippie College of Business - 1991

Persistent link: https://www.econbiz.de/10005566237

Testing for cointegration using principal components methods

Phillips, P. C. B.; Ouliaris, S. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 205-230

Persistent link: https://www.econbiz.de/10005160724

United States : selected issues

Mühleisen, Martin; Ouliaris, S.; Swiston, A.; Tsounta, E. - 2006

Persistent link: https://www.econbiz.de/10003355285

Spectral Tests of the Martingale Hypothesis for Exchange Rates

Fong, W.M.; Ouliaris, S. - In: Journal of applied econometrics 10 (1995) 3, pp. 255-272

Persistent link: https://www.econbiz.de/10007005408

The Determinants of Australian Trade Union Membership

Borland, J.; Ouliaris, S. - In: Journal of applied econometrics 9 (1994) 4, pp. 453-468

Persistent link: https://www.econbiz.de/10007011592