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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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Granger causality, exogeneity, cointegration, and economic policy analysis
White, Halbert; Pettenuzzo, Davide - In: Journal of econometrics 178 (2014) 1, pp. 316-330
Persistent link: https://www.econbiz.de/10010256850
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Geometric and long run aspects of Granger causality
Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix - In: Journal of econometrics 214 (2020) 1, pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - In: Journal of econometrics 192 (2016) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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Illuminating economic growth
Hu, Yingyao; Yao, Jiaxiong - In: Journal of econometrics 228 (2022) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10013441801
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Statistical inference on cointegration rank in error correction models with stationary covariates
Seo, Byeongseon - In: Journal of econometrics 85 (1998) 2, pp. 339-385
Persistent link: https://www.econbiz.de/10001240187