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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
2
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre
;
Shintani, Mototsugu
;
Tomoyoshi, Yabu
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
5
,
pp. 822-850
Persistent link: https://www.econbiz.de/10011772104
Saved in:
3
Does it pay to work for free? : negative selection and the wage returns to volunteer experience
Cozzi, Guido
;
Mantovan, Noemi
;
Sauer, Robert M.
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
6
,
pp. 1018-1045
Persistent link: https://www.econbiz.de/10011772186
Saved in:
4
On the importance of the first observation in GLS detrending in unit root testing
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 152-161
Persistent link: https://www.econbiz.de/10011373616
Saved in:
5
How do alphas and betas move? : uncertainty learning and time variation in risk loadings
Trecroci, Carmine
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
2
,
pp. 257-278
Persistent link: https://www.econbiz.de/10010474931
Saved in:
6
The public health costs of unemployment
Kuhn, Andreas
;
Lalive, Rafael
;
Zweimüller, Josef
-
2007
Persistent link: https://www.econbiz.de/10003596269
Saved in:
7
The flexible fourier form and local generalised least squares de-trended unit root tests
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
5
,
pp. 736-759
Persistent link: https://www.econbiz.de/10009712119
Saved in:
8
Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
Saved in:
9
Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre
;
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
Saved in:
10
Robust non-nested testing for ordinary least squares regression when some of the regressors are lagged dependent variables
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
5
,
pp. 651-668
Persistent link: https://www.econbiz.de/10009308850
Saved in:
11
Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings correlation : revisited in the light of panel data
Abul Naga, Ramses H.
-
2001
Persistent link: https://www.econbiz.de/10001616014
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12
Testing convergence in income distribution
Bao, Yong
;
Dhongde, Shatakshee
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10003814739
Saved in:
13
Regression models with data-based indicator variables
Hendry, David F.
;
Santos, Carlos
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 571-595
Persistent link: https://www.econbiz.de/10003142816
Saved in:
14
A test for correlation between signal and noise within the errors in variables model
Abul Naga, Ramses H.
-
2002
Persistent link: https://www.econbiz.de/10001705414
Saved in:
15
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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