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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
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Detecting parameter shift in GARCH models
Chu, Chia-shang James - In: Econometric reviews 14 (1995) 2, pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
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On the interactions of unit roots and exogeneity
Hendry, David F. - In: Econometric reviews 14 (1995) 4, pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
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Alternative methods for estimating long-run responses with applications to Australian import demand
Bewley, Ronald A. - In: Econometric reviews 13 (1994) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001163116
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Nuisance paramenter free properties of correlation integral based statistics
DeLima, Pedro J. F. - In: Econometric reviews 15 (1996) 3, pp. 237-259
Persistent link: https://www.econbiz.de/10001212115
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A comparison of model selection criteria
Mills, Jeffrey Alan - In: Econometric reviews 11 (1992) 2, pp. 201-233
Persistent link: https://www.econbiz.de/10001128475
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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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Subsampling for econometric models : comments on "bootstrapping time series models"
Politis, Dimitris N. - In: Econometric reviews 15 (1996) 2, pp. 169-176
Persistent link: https://www.econbiz.de/10001198906
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Econometric reviews 20 (2001) 4, pp. 425-443
Persistent link: https://www.econbiz.de/10001620901