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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam; An, M.Y.; Andrews, D.W.K.; Andrews, … - In: Econometric theory 23 (2007) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun; Perron, Pierre; Ahn, S.K.; Reinsel, G.C.; … - In: Econometric theory 23 (2007) 4, pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Han, Chirok; Galbraith, R.F.; Galbraith, J.I.; Grenander, U. - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10007869209
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A Reexamination of the Consumption Function Using Frequency Domain Regressions
Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-610
Persistent link: https://www.econbiz.de/10006349468
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Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s
Phillips, P.C.B.; McFarland, J.W.; McMahon, P.C. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10007001659
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Nonstationary Time Series and Cointegration
Phillips, P.C.B. - In: Journal of applied econometrics 10 (1995) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10007007900
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ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.; Perron, B.; Phillips, P.C.B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10007393742
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THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2005
Hall, V.B.; Phillips, P.C.B. - In: Econometric theory 22 (2006) 1, pp. 169-170
Persistent link: https://www.econbiz.de/10006955259