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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P.M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10006966505
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2010) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
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Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867
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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric theory 28 (2012) 5, pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, … - In: Econometric theory 28 (2012) 5, pp. 1121-1144
Persistent link: https://www.econbiz.de/10010028020
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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Castro, Tomas del Barrio; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1130
Persistent link: https://www.econbiz.de/10008068999
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791