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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
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Model selection criteria for factor-augmented regressions
Groen, Jan J. J.; Kapetanios, George - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 37-63
Persistent link: https://www.econbiz.de/10009733530
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A reduced rank regression approach to coincident and leading indexes building
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 69 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10003439756
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Practitioners' corner : double length artificial regressions
Davidson, Russell; MacKinnon, James G. - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
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Practical considerations for choosing between Tobit and SCLS or CLAD estimators for censored regression models with an application to charitable giving
Wilhelm, Mark Ottoni - In: Oxford bulletin of economics and statistics 70 (2008) 4, pp. 559-582
Persistent link: https://www.econbiz.de/10003738675
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Testing the presence of outliers in regression models
Jiao, Xiyu; Pretis, Felix - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1452-1484
Persistent link: https://www.econbiz.de/10013468606
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Robust inference on average economic growth
Boswijk, Herman Peter; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 345-370
Persistent link: https://www.econbiz.de/10003327363