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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of econometrics 131 (2006) 1/2, pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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Efficient estimation and inference in linear pseudo-panel data models
Inoue, Atsushi - In: Journal of econometrics 142 (2008) 1, pp. 449-466
Persistent link: https://www.econbiz.de/10003608210
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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of econometrics 131 (2006) 1, pp. 445-474
Persistent link: https://www.econbiz.de/10006747786
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Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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Short run and long run causality in time series : inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10006748297
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10006786375
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010171388