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Asymptotic properties of the Hahn-Hausman test for weak-instruments
Hausman, Jerry A.; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342
Persistent link: https://www.econbiz.de/10003183609
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Does GNP have a unit root?
Stock, James H. - In: Economics letters 22 (1986) 2, pp. 147-151
Persistent link: https://www.econbiz.de/10001026537
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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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Structural stability tests in the linear regression model when the regressors have roots local to unity
Wright, Jonathan H. - In: Economics letters 52 (1996) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001212510
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Asymptotic properties of the Hahn#8211Hausman test for weak-instruments
Hausman, Jerry; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342
Persistent link: https://www.econbiz.de/10006749610
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Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro - In: Economics letters 100 (2008) 2, pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
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Measuring business cycles: A wavelet analysis of economic time series
Yogo, Motohiro - In: Economics letters 100 (2008) 2, pp. 208-212
Persistent link: https://www.econbiz.de/10008071346
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Measuring business cycles: A wavelet analysis of economic time series
Yogo, Motohiro - In: Economics letters 100 (2008) 2, pp. 208-213
Persistent link: https://www.econbiz.de/10008883905