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Tests for changes in models with a polynomial trend
Kuan, Chung-ming - In: Journal of econometrics 84 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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Testing for r versus r - 1 cointegrating vectors
Snell, Andy - In: Journal of econometrics 88 (1999) 1, pp. 151-191
Persistent link: https://www.econbiz.de/10001250276
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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha - In: Journal of econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
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Estimating the asymptotic covariance matrix for quantile regression models : a Monte Carlo study
Buchinsky, Moshe - In: Journal of econometrics 68 (1995) 2, pp. 303-338
Persistent link: https://www.econbiz.de/10001184632
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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Estimation methods for male labor supply functions : how to take account of nonlinear taxes
Blomquist, Nils Sören - In: Journal of econometrics 70 (1996) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10001192330
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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre - In: Journal of econometrics 70 (1996) 2, pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W. - In: Journal of econometrics 71 (1996) 1, pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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Tests for cointegration : a Monte Carlo comparison
Haug, Alfred Albert - In: Journal of econometrics 71 (1996) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10001194741