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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
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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim; Lieberman, Offer - In: The econometrics journal 24 (2021) 1, pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
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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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Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
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Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard - In: The econometrics journal 11 (2008) 3, pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li - In: The econometrics journal 11 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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Misspecification tests based on quantile residuals
Kalliovirta, Leena - In: The econometrics journal 15 (2012) 2, pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
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Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: The econometrics journal 16 (2013) 1, pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750