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Power properties of the CUSUM and CUSUMSQ tests for parameter instability

Turner, Paul - In: Applied economics letters 17 (2010) 10/12, pp. 1049-1053

Persistent link: https://www.econbiz.de/10008699292

The power of tests for non-linearity

Cook, Steven; Holly, Sean; Turner, Paul - In: Economics letters 62 (1999) 2, pp. 155-159

Persistent link: https://www.econbiz.de/10001255473

Estimating quarterly GDP for the interwar UK economy : an application to the employment function

Hayes, Peter (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001922318

Response surfaces for an F-test for cointegration

Turner, Paul - In: Applied economics letters 13 (2006) 8, pp. 479-482

Persistent link: https://www.econbiz.de/10003348008

Alternative Estimators of Cointegrating Parameters in Models With Non-Stationary Data : An Application to US Export Demand

Forest, James J. - 2009

This paper presents Monte Carlo simulations which compare the empirical performance of two alternative single equation estimators of the equilibrium parameters in a dynamic relationship. The estimators considered are Stock and Watson's dynamic ordinary least squares (DOLS) estimator and Bewley's...

Persistent link: https://www.econbiz.de/10013157499