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Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
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Threshold impact of remittances on real exchange rates for WAEMU : a panel smooth transition regression approach
Anoruo, Emmanuel; Afolabi, Felix; Nwala, Kingsley - In: The review of black political economy : analyzing … 51 (2024) 4, pp. 626-644
Persistent link: https://www.econbiz.de/10015195687
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Is the short-run Phillips curve nonlinear? : empirical evidence for Australia, Sweden and the United States
Eliasson, Ann-Charlotte - 2001
The Phillips curve has generally been estimated in a linear framework which implies a constant relationship between inflation and unemployment. Lately there have been several studies which claim that the slope of the Phillips curve is a function of macroeconomic conditions and that the...
Persistent link: https://www.econbiz.de/10011583912
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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001512715
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Dynamische Regressionsmodelle
Wolters, Jürgen - 2000
Persistent link: https://www.econbiz.de/10001504363
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Testing for linearity
Hansen, Bruce E. - In: Journal of economic surveys 13 (1999) 5, pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 1 (1998) 2, pp. 44-70
Persistent link: https://www.econbiz.de/10001443721
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
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Robust specification testing in regression : the freset test and autocorrelated disturbances
DeBenedictis, Linda F.; Giles, David E. A. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 67-75
Persistent link: https://www.econbiz.de/10001488723
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442