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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10007458522
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Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-716
Persistent link: https://www.econbiz.de/10008882369
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 642-676
Persistent link: https://www.econbiz.de/10008882377
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Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi; McKenzie, Michael; Smith, L. Vanessa - In: Journal of empirical finance 16 (2009) 3, pp. 430-446
Persistent link: https://www.econbiz.de/10008896141
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Firm level return–volatility analysis using dynamic panels
Smith, L. Vanessa; Yamagata, Takashi - In: Journal of empirical finance 18 (2011) 5, pp. 847-868
Persistent link: https://www.econbiz.de/10009801735
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What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR
Hashem Pesaran, M.; Vanessa Smith, L.; Smith, Ron P. - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 55-88
Persistent link: https://www.econbiz.de/10007597221
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Vanessa Smith, L.; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10010111276