Similar Search Results

A reexamination of the consumption function using frequency domain regressions

Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - 1991

Persistent link: https://www.econbiz.de/10000828946

A test of long-run purchasing power parity allowing for structural breaks

Corbae, Dean - In: The economic record : er 67 (1991) 196, pp. 26-33

Persistent link: https://www.econbiz.de/10001106841

A random walk through the Gibson paradox

Corbae, Dean - In: Journal of applied econometrics 4 (1989) 3, pp. 295-303

Persistent link: https://www.econbiz.de/10001069929

A reexamination of the consumption function using frequency domain regressions

Corbae, Dean - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-609

Persistent link: https://www.econbiz.de/10001175474

Cointegration and tests of purchasing power parity

Corbae, Dean - In: The review of economics and statistics 70 (1988) 3, pp. 508-511

Persistent link: https://www.econbiz.de/10001054961

Band spectral regression with trending data

Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1067-1109

Persistent link: https://www.econbiz.de/10001688017

Band Spectral Regression with Trending Data

Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - 2002

Band spectral regression with both deterministic and stochastic trends is considered. It is shown that trend removal by regression in the time domain prior to band spectral regression can lead to biased and inconsistent estimates in models with frequency dependent coefficients. Both...

Persistent link: https://www.econbiz.de/10014116199

The determinants of Australian trade union membership

Borland, Jeff; Ouliaris, Sam - 1989

Persistent link: https://www.econbiz.de/10000833367

Testing for cointegration using principal component methods

Phillips, Peter C. B.; Ouliaris, Sam - 1987

Persistent link: https://www.econbiz.de/10000740642

Testing for cointegration using principal components methods

Phillips, Peter C. B. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607

Persistent link: https://www.econbiz.de/10001269094