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Nonlinearity induced weak instrumentation

Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712

Persistent link: https://www.econbiz.de/10010363893

Pitfalls in bootstrapping spurious regression

Phillips, Peter C. B. - In: Journal of quantitative economics 19 (2021), pp. 163-217

Persistent link: https://www.econbiz.de/10013441715

Estimates and inferences in accounting panel data sets : comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: Journal of risk finance : the convergence of financial … 18 (2017) 3, pp. 268-283

Persistent link: https://www.econbiz.de/10011742782

A robust estimation of the terms of trade between the United Kingdom and British India, 1858-1947

Ghoshray, Atanu - In: Economic modelling 51 (2015), pp. 53-57

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The asymptotic validity of "standard" fully modified OLS estimation and inference in cointegrating polynomial regressions

Stypka, Oliver; Wagner, Martin; Grabarczyk, Peter; … - 2017

The paper considers estimation and inference in cointegrating polynomial regressions, i. e., regressions that include deterministic variables, integrated processes and their powers as explanatory variables. The stationary errors are allowed to be serially correlated and the regressors are...

Persistent link: https://www.econbiz.de/10011736606