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The rank of a submatrix of cointegration
Kurozumi, Eiji - In: Econometric theory 21 (2005) 2, pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
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Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Li, Qi; Racine, Jeffrey - In: Econometric theory 26 (2010) 6, pp. 1607-1637
Persistent link: https://www.econbiz.de/10008738352
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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren; Nielsen, Morten Ørregaard - In: Econometric theory 28 (2012) 3, pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
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A consistent test of conditional parametric distributions
Zheng, John Xu - In: Econometric theory 16 (2000) 5, pp. 667-691
Persistent link: https://www.econbiz.de/10001533167
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In - In: Econometric theory 13 (1997) 6, pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031