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Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
1,694
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1
Personal characteristics, unemployment insurance, and the duration of unemployment
Follmann, Dean A.
- In:
Journal of econometrics
45
(
1990
)
3
,
pp. 351-366
Persistent link: https://www.econbiz.de/10001091853
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2
Estimating the effect of unemployment insurance compensation on the labor market histories of displaced workers
Jurajda, Štěpán
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10001657608
Saved in:
3
Do unemployment insurance recipients actively seek work? : Evidence from randomized trials in four US states
Ashenfelter, Orley
;
Ashmore, David
;
Deschênes, Olivier
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 53-75
Persistent link: https://www.econbiz.de/10002526617
Saved in:
4
Causal inference by quantile regression kink designs
Chiang, Harold D.
;
Sasaki, Yuya
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 405-433
Persistent link: https://www.econbiz.de/10012303554
Saved in:
5
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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6
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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7
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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8
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Saved in:
9
Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001511974
Saved in:
10
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
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