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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Korobilis, Dimitris - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10009754629
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Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan; Azevedo, João Valle e - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
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Multivariate trend-cycle-seasonal decompositions with correlated innovations
Tian, Jing; Jacobs, Jan; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 86 (2024) 5, pp. 1260-1289
Persistent link: https://www.econbiz.de/10015130539
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 957-982
Persistent link: https://www.econbiz.de/10003229059
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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Cointegrated time series : a guide to estimation and hypothesis testing
Dickey, David A. - In: Oxford bulletin of economics and statistics 56 (1994) 3, pp. 325-353
Persistent link: https://www.econbiz.de/10001165109
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Cointegration, error correction, and aggregation in dynamic models : a comment
Aoki, Masanao - In: Oxford bulletin of economics and statistics 50 (1988) 1, pp. 89-95
Persistent link: https://www.econbiz.de/10001077338