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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In; Chue, Timothy K. - In: Journal of applied econometrics 22 (2007) 2, pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
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On the problem of endogenous unobserved effects in the estimation of gravity models
Egger, Peter - 2000
Persistent link: https://www.econbiz.de/10011491848
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Long-run homogeneity of labour demand : panel evidence from OECD countries
Hahn, Franz R. - 2003
period from 1970 to 2000. We apply a new panel error correction technique which allows us to constrain the long …
Persistent link: https://www.econbiz.de/10011493666
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.; Wolski, Marcin - In: Journal of applied econometrics 31 (2016) 7, pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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Poverty comparisons with dependent samples
Zheng, Buhong - In: Journal of applied econometrics 19 (2004) 3, pp. 419-428
Persistent link: https://www.econbiz.de/10002102178
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - In: Journal of applied econometrics 20 (2005) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10002729071
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003027431