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Journal of applied econometrics
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1
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
4
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:
5
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
Saved in:
6
Numerical distribution functions of likelihood ratio tests for
cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
Saved in:
7
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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8
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:
9
A general test for time dependence in parameters
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 899-906
Persistent link: https://www.econbiz.de/10002467876
Saved in:
10
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
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