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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Fractional integration and cointegration in financial time series
Stakėnas, Paulius - 2013
Persistent link: https://www.econbiz.de/10009713163
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Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo; Ishida, Isao; White, Halbert - In: Essays in nonlinear time series econometrics, (pp. 3-27). 2014
Persistent link: https://www.econbiz.de/10010385316
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S. - In: Computational economics 59 (2022) 1, pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
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Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend - 1995
Persistent link: https://www.econbiz.de/10000534105
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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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Estimating TFP in the presence of outliers and leverage points : an examination of the KLEMS dataset
MacDonald, Ryan - 2007
Persistent link: https://www.econbiz.de/10003649418
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Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik - In: The Korean economic review 22 (2006) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10003738721