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Algorithmus und Programm zur Bestimmung der monotonen Kleinst-Quadrate-Lösung bei partiellen Präordnungen
Hansohm, Jürgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002512061
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On the harm that ignoring pretesting can cause
Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
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Distilling co-movements from persistent macro and financial series
Abadir, Karim Maher (contributor);  … - 2005
We provide a methodology to disentangle the long-run relation between variables from their own dynamics. Macroeconomic and aggregate financial series have a high degree of inertia. If this persistence is not properly accounted for, spurious correlations will give rise to paradoxes. Our procedure...
Persistent link: https://www.econbiz.de/10003116747
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A new test for structural stability based on recursive residuals
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 61 (1999) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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DPLS in XploRe : a PLS approach to dynamic path models
Strohe, Hans Gerhard; Härdle, Wolfgang; Geppert, Frank - 1999
Persistent link: https://www.econbiz.de/10001424976
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Galton's Error and the under-representation of systematic risk
Los, Cornelis Albertus - In: Journal of banking & finance 23 (1999) 12, pp. 1793-1829
Persistent link: https://www.econbiz.de/10001428991
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Predictive regressions
Stambaugh, Robert F. - In: Journal of financial economics 54 (1999) 3, pp. 375-421
Persistent link: https://www.econbiz.de/10001429025
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Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.; Swanson, Norman R. - In: Macroeconomic dynamics 4 (2000) 1, pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
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Estimating wage differentials without logarithms
Blackburn, McKinley L. - In: Labour economics : official journal of the European … 14 (2007) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10003399877
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On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
Stocker, Toni - In: Statistical papers 48 (2007) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10003365354