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Journal of applied econometrics
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ECONIS (ZBW)
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1
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
Saved in:
2
Asympototically perfect and relative convergence of productivity
Hobijn, Bart
;
Franses, Philip Hans
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
Saved in:
3
Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
Saved in:
4
Evaluating asset-pricing models using the Hansen-Jagannathan bound : a Monte-Carlo investigation
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 149-174
Persistent link: https://www.econbiz.de/10001667482
Saved in:
5
Mixed signals among tests for cointegration
Gregory, Allan W.
;
Haug, Alfred Albert
;
Lomuto, Nicoletta
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Saved in:
6
Validating multiple structural change models : a case study
Zeileis, Achim
;
Kleiber, Christian
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 685-690
Persistent link: https://www.econbiz.de/10003121635
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
10
Testing long-run PPP with infinite-variance returns
Falk, Barry
;
Wang, Chun-hsuan
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 471-484
Persistent link: https://www.econbiz.de/10001779864
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