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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001798686
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
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Estimating impulse response functions when the shock series is observed
Choi, Chi-young; Chudik, Alexander - In: Economics letters 180 (2019), pp. 71-75
Persistent link: https://www.econbiz.de/10012121767
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A note on nonlinear models with integrated regressors and convergence order results
Jong, Robert M. de; Hu, Ling - In: Economics letters 111 (2011) 1, pp. 23-25
Persistent link: https://www.econbiz.de/10009241367
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Unit roots in macroeconometrics : a survey
Ōgaki, Masao - 1993
Persistent link: https://www.econbiz.de/10000876354
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Engel's law and cointegration
Ōgaki, Masao - In: Journal of political economy 100 (1992) 5, pp. 1027-1046
Persistent link: https://www.econbiz.de/10001131713
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A cointegration approach to estimating preference parameters
Ōgaki, Masao; Park, Yoon Y. - 1989
Persistent link: https://www.econbiz.de/10000780051
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A Chi-square test for a unit root
Kahn, James A.; Ōgaki, Masao - 1990 - Rev
Persistent link: https://www.econbiz.de/10000784261
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Engel's law and cointegration
Ōgaki, Masao - 1990
Persistent link: https://www.econbiz.de/10000791438