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Threshold autoregression with a near unit root
Caner, Mehmet; Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168269
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168271
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Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E. - 1994
Persistent link: https://www.econbiz.de/10000889579
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - In: The review of economics and statistics 81 (1999) 4, pp. 594-607
Persistent link: https://www.econbiz.de/10001437347
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Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E. - In: Journal of econometrics 158 (2010) 1, pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
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Total expenditure endogeneity and the allocation of public consumption expenditures in the UK
Pitarakis, Jean-Yves; Tridimas, George - 1998
Persistent link: https://www.econbiz.de/10000998651
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Handbook of research methods and applications in …, (pp. 189-205). 2013
Persistent link: https://www.econbiz.de/10010206806
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10010473009
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515364
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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10009672417