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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
216
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1
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
Saved in:
2
Critical values for the cusumsq statistic in medium and large sized samples
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
3
,
pp. 355-365
Persistent link: https://www.econbiz.de/10001165108
Saved in:
3
A comparison of covariance estimators for complete and incomplete panel data models
Chowdhury, Gopa
- In:
Oxford bulletin of economics and statistics
53
(
1991
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10001102935
Saved in:
4
Testing stationarity in small- and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
5
,
pp. 669-690
Persistent link: https://www.econbiz.de/10009308826
Saved in:
5
Estimation of panel data models with mixed
sampling
frequencies
Yang, Yimin
;
Jia, Fei
;
Li, Haoran
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 514-544
Persistent link: https://www.econbiz.de/10014304419
Saved in:
6
Area disparities in Britain : understanding the contribution of people vs. place through variance decompositions
Gibbons, Steve
;
Overman, Henry G.
;
Pelkonen, Panu
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 745-763
Persistent link: https://www.econbiz.de/10010474838
Saved in:
7
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
4
,
pp. 595-603
Persistent link: https://www.econbiz.de/10011579054
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8
Sample selection bias correction for missing response observations
Lee, Byung-joo
;
Marsh, Lawrence C.
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
2
,
pp. 305-322
Persistent link: https://www.econbiz.de/10001510774
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9
Bootstrapping a stable AD model : weak vs. strong exogeneity
Giersbergen, Noud P. A. van
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 631-656
Persistent link: https://www.econbiz.de/10001334931
Saved in:
10
To pool or not to pool : revisited
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
2
,
pp. 185-217
Persistent link: https://www.econbiz.de/10011969522
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