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The size and the power of unit roots tests against fractional alternatives : a Monte Carlo investigation
Yadav, Sanjay - 1994
Persistent link: https://www.econbiz.de/10000884449
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000597093
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Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
Otero, Jesús G. (contributor); Smith, Jeremy (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003753831
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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G.; Smith, Jeremy; Giulietti, Monica - In: Economics letters 97 (2007) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10003575447
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The sensitivity of chi-squared goodness-of-fit tests of the partitioning of data
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: Econometric reviews 23 (2004) 4, pp. 341-370
Persistent link: https://www.econbiz.de/10002514233
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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G. (contributor); Smith, Jeremy (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003400980
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Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
Giulietti, Monica (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003369352
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Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data
Boero, Gianna (contributor); Smith, Jeremy (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866862
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Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, Jesús G.; Smith, Jeremy - In: Economics letters 67 (2000) 1, pp. 5-9
Persistent link: https://www.econbiz.de/10001463489
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355