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Oxford bulletin of economics and statistics
Journal of econometrics
133
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66
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1
Estimating nonlinear business cycle mechanisms with linear vector autoregressions : a Monte Carlo study
Köhler, Karsten
;
Calvert Jump, Robert
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1077-1100
Persistent link: https://www.econbiz.de/10013468541
Saved in:
2
Inference in misspecified GARCH-M models
Smallwood, Aaron D.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Saved in:
3
Panel probit models with time-varying individual effects : reestimating the effects of fertility on female labour participation
Wei, Jie
;
Zhang, Yonghui
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
4
,
pp. 799-829
Persistent link: https://www.econbiz.de/10013348492
Saved in:
4
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
5
Partial structural break identification
Han, Chulwoo
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
2
,
pp. 145-164
Persistent link: https://www.econbiz.de/10011771939
Saved in:
6
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
7
A simple improvement of the IV-estimator for the classical errors-in-variables problem
Andersson, Jonas
;
Møen, Jarle
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011494641
Saved in:
8
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
Saved in:
9
Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno
;
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
Saved in:
10
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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