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Data mining reconsidered : encompassing and the general-to-specific approach to specification search
Hoover, Kevin D.; Perez, Stephen J. - In: The econometrics journal 2 (1999) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10001515235
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
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R-estimators in GARCH models : asymptotics and applications
Liu, Hang; Mukherjee, Kanchan - In: The econometrics journal 25 (2022) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
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Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra; Rodríguez Poo, Juan Manuel; … - In: The econometrics journal 25 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
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Testing for parameter change epochs in GARCH time series
Richter, Stefan; Wang, Weining; Wu, Wei Biao - In: The econometrics journal 26 (2023) 3, pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
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Model selection for varying coefficient nonparametric transformation model
Zhang, Xiao; Liu, Xu; Shi, Xingjie - In: The econometrics journal 26 (2023) 3, pp. 492-512
Persistent link: https://www.econbiz.de/10014391717
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Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng; Shintani, Mototsugu - In: The econometrics journal 16 (2013) 3, pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634