Narrow search
Showing 1 - 10 of 18
Cover Image
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
Cover Image
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006), pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
Cover Image
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Cover Image
The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 2, pp. 293-304
Persistent link: https://www.econbiz.de/10001510747
Cover Image
Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Cover Image
Similarity Issues in Cointegration Analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10006454595
Cover Image
Similarity issues in cointegration analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10001481785
Cover Image
The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10008103830
Cover Image
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Cover Image
Co-integration rank determination in partial systems using information criteria
Cavaliere, Giuseppe; De Angelis, Luca; Fanelli, Luca - In: Oxford bulletin of economics and statistics 80 (2018) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10011969541