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An analysis of UK imports using multivariate cointegration
Sedgley, Nigel - In: Oxford bulletin of economics and statistics 56 (1994) 2, pp. 135-150
Persistent link: https://www.econbiz.de/10001161699
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Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy - In: Applied economics 26 (1994) 6, pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
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Comparing the bias and misspecification in ARFIMA models
Smith, Jeremy; Taylor, Nicholas; Yadav, Sanjay - 1995
Persistent link: https://www.econbiz.de/10000925966
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The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000933522
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Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy; McAleer, Michael - 1993
Persistent link: https://www.econbiz.de/10000900119
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The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900140
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Structural breaks and seasonal integration
Smith, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000909907
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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
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Structural breaks and seasonal integration
Smith, Jeremy - In: Economics letters 56 (1997) 1, pp. 13-19
Persistent link: https://www.econbiz.de/10001226465
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Graduates and graduate labour markets in the UK and Italy
Boero, Gianna; McKnight, Abigail; Naylor, Robin A.; … - In: Lavoro e relazioni industriali : rivista di economia … (2001) 2, pp. 131-172
Persistent link: https://www.econbiz.de/10001752406