Narrow search
Showing 1 - 10 of 19
Cover Image
Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David - In: Energy economics 34 (2012) 6, pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888
Cover Image
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Cover Image
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Cover Image
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
Cover Image
Will the real carbon pricing please stand up?
Fugazza, Marco; Neto, David - In: Economic notes 53 (2024) 3, pp. 1-11
Persistent link: https://www.econbiz.de/10015135539
Cover Image
Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926954
Cover Image
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926955
Cover Image
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926957
Cover Image
Testing the "Inaction corridor" in a three-regime threshold error correction model with an application to a buffer-stock model for US money demand
Krishnakumar, Jayalakshmi; Neto, David - In: Economic notes : economic review of Banca Monte dei … 40 (2011) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10009299641
Cover Image
Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates
Krishnakumar, Jayalakshmi; Neto, David - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 180-202
Persistent link: https://www.econbiz.de/10009526760