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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of econometrics 185 (2015) 1, pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - In: Journal of econometrics 235 (2023) 2, pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
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A nonlinerar multivarite error components analysis of technology and specific factor produktivity growth with an application to the U.S. airlines
Sickles, Robin C. - In: Journal of econometrics 27 (1985) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10003680387
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Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
Penm, J. H. W.; Terrell, R. D. - In: Journal of econometrics 24 (1984) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10003649491