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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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Measuring business cycles with a dynamic Markov switching factor model : an assessment using Bayesian simulation methods
Kaufmann, Sylvia - In: The econometrics journal 3 (2000) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10001532209
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.; Koopman, Siem Jan - In: The econometrics journal 3 (2000) 1, pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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The finite sample distribution of the KPSS test
Hornok, Attila; Larsson, Rolf - In: The econometrics journal 3 (2000) 1, pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672
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Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren; Mosconi, Rocco; Nielsen, Bent - In: The econometrics journal 3 (2000) 2, pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - In: The econometrics journal 3 (2000) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
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An automatic leading indicator of economic activity : forecasting GDP growth for European countries
Camba-Méndez, Gonzalo (contributor) - In: The econometrics journal 4 (2001) 1, pp. S56-S90
Persistent link: https://www.econbiz.de/10001612275