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Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models
Bruns, Stephan B.; Stern, David I. - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 797-830
Persistent link: https://www.econbiz.de/10012041668
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Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang; Ing, Ching-Kang; Li, Yuanbo; Yau, Chun Yip - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
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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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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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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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Determining the number of factors after stationary univariate transformations
Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 351-372
Persistent link: https://www.econbiz.de/10011941375
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Commodities and macroeconomic factors : unconditional volatility measures
Fernández, Viviana - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 87-109
Persistent link: https://www.econbiz.de/10010485804
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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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Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
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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