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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10006790051
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Exact tests in single equation autoregressive distributed lag models
Kiviet, Jan F.; Dufour, Jean-Marie - In: Journal of econometrics 80 (1997) 2, pp. 325-354
Persistent link: https://www.econbiz.de/10006791456
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Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Journal of econometrics 70 (1996) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10006794816
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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On the relationship between impulse response analysis, innovation accounting and Granger causality
Dufour, J.-M.; Tessier, D. - In: Economics letters 42 (1993) 4, pp. 327-334
Persistent link: https://www.econbiz.de/10006806937
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J.G.; Kiviet, Jan F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10007286186
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Moment approximation for least-squares estimators in dynamic regression models with a unit root link rid="fn1">*
Kiviet, Jan F.; Phillips, Garry D.A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10007434442
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Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of economic dynamics & control 23 (1999) 7, pp. 909-928
Persistent link: https://www.econbiz.de/10006785373
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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of econometrics 69 (1995) 1, pp. 241-266
Persistent link: https://www.econbiz.de/10006797926