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Testing for asymmetry in the link between the yield spread and output in the G7 countries
Galbraith, John W.; Tkacz, Greg - In: Journal of international money and finance 19 (2000) 5, pp. 657-672
Persistent link: https://www.econbiz.de/10001507009
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Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W. - In: Journal of econometrics 66 (1995) 1, pp. 349-355
Persistent link: https://www.econbiz.de/10001174114
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Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure
Campbell, Bryan - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10001223699
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Estimating intertemporal quadratic adjustment cost models with integrated series
Dolado, Juan J. - In: International economic review 32 (1991) 4, pp. 919-936
Persistent link: https://www.econbiz.de/10001114733
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Artificial compatibility, barriers to entry, and frequent-flyer programs
Cairns, Robert D. - In: The Canadian journal of economics 23 (1990) 4, pp. 807-816
Persistent link: https://www.econbiz.de/10001123938
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The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806
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Orthogonality test with de-trended data : interpreting Monte-Carlo results using Nagar expansions
Banerjee, Anindya - In: Economics letters 32 (1990) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001080487
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Dynamic specification and linear transformations of the autoregressive-distributed lag model
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001081616
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Inference in expectations models of the term structure : a non-parametric approach
Campbell, Bryan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 623-638
Persistent link: https://www.econbiz.de/10001331527
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636