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Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves - In: Econometric theory 14 (1998) 6, pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
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A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 79 (2017) 5, pp. 851-874
Persistent link: https://www.econbiz.de/10011772108
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163
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The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K.; Zou, Guohua; Banerjee, Anurag Narayan - 2004
Persistent link: https://www.econbiz.de/10002086486
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A method of estimating the average derivative
Banerjee, Anurag Narayan - In: Journal of econometrics 136 (2007) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10003401643
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147
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Regime specific predictability in predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2009
Persistent link: https://www.econbiz.de/10003972205
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Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves; Gonzalo, Jesús - 2009
Persistent link: https://www.econbiz.de/10003920780
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Regime specific predictability in predictive regression
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2011 - New version
Persistent link: https://www.econbiz.de/10009127303