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Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesus; Pitarakis, Jean-Yves - In: Journal of Econometrics 110 (2002) 2, pp. 319-352
Persistent link: https://www.econbiz.de/10005052737
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Pitfalls in testing for long run relationships
Gonzalo, Jesus; Lee, Tae-Hwy - In: Journal of Econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10005122521
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Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - In: Journal of Econometrics 135 (2006) 1-2, pp. 1-9
Persistent link: https://www.econbiz.de/10005122617
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Five alternative methods of estimating long-run equilibrium relationships
Gonzalo, Jesus - In: Journal of Econometrics 60 (1994) 1-2, pp. 203-233
Persistent link: https://www.econbiz.de/10005122853
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Subsampling inference in threshold autoregressive models
Gonzalo, Jesus; Wolf, Michael - In: Journal of Econometrics 127 (2005) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10005285314
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Large shocks vs. small shocks. (Or does size matter? May be so.)
Gonzalo, Jesus; Martinez, Oscar - In: Journal of Econometrics 135 (2006) 1-2, pp. 311-347
Persistent link: https://www.econbiz.de/10005192589