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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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A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
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The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
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Testing for fractional integration versus short memory with structural breaks
Mayoral, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 278-305
Persistent link: https://www.econbiz.de/10009526715
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Panel stationarity test with structural breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
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Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye; Li, Jian; Li, Qiyuan - In: Oxford bulletin of economics and statistics 85 (2023) 4, pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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Quantile autoregressive distributed lag model with an application to house price returns
Galvao, Antonio Fialho <Jr.>; Montes-Rojas, Gabriel; … - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
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Spurious fixed effects regression
Choi, In - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10009754617