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Is the spurious regression problem spurious?
McCallum, Bennett T. - In: Economics letters 107 (2010) 3, pp. 321-323
Persistent link: https://www.econbiz.de/10008648234
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A comment on "Is the spurious regression problem spurious?"
Martínez-Rivera, Berenice; Ventosa-Santaulària, Daniel - In: Economics letters 115 (2012) 2, pp. 229-231
Persistent link: https://www.econbiz.de/10009619456
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How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki - In: Economics letters 111 (2011) 2, pp. 170-172
Persistent link: https://www.econbiz.de/10009242383
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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu; Durand, Robert B. - In: Economics letters 132 (2015), pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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The random walk hypothesis of the velocity of money : some evidence from five EEC countries
Ahking, Francis W. - In: Economics letters 9 (1982) 4, pp. 365-369
Persistent link: https://www.econbiz.de/10001808269
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A multiple variance ratio test using subsampling
Whang, Yoon-jae; Kim, Jinho - In: Economics letters 79 (2003) 2, pp. 225-230
Persistent link: https://www.econbiz.de/10001750942
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Spurious nonlinear regressions in econometrics
Yi, Yŏng-suk; Kim, Tae-hwan; Newbold, Paul - In: Economics letters 87 (2005) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10002855976
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Art market inefficiency
David, Géraldine; Oosterlinck, Kim; Szafarz, Ariane - In: Economics letters 121 (2013) 1, pp. 23-25
Persistent link: https://www.econbiz.de/10010187121
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An ARCH model without intercept
Hafner, Christian M.; Preminger, Arie - In: Economics letters 129 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011421858