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Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy; McAleer, Michael - 1993
Persistent link: https://www.econbiz.de/10000900119
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The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000933522
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The performance of alternative forecasting methods for SETAR models
Clements, Michael P. - In: International journal of forecasting 13 (1997) 4, pp. 463-475
Persistent link: https://www.econbiz.de/10001240453
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Forecasting costs incurred from unit differencing fractionally integrated processes
Smith, Jeremy - In: International journal of forecasting 10 (1994) 4, pp. 507-514
Persistent link: https://www.econbiz.de/10001178920
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Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy - In: Applied economics 26 (1994) 6, pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
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The size and the power of unit roots tests against fractional alternatives : a Monte Carlo investigation
Yadav, Sanjay - 1994
Persistent link: https://www.econbiz.de/10000884449
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A Monte Carlo comparison of OLS, IV, FIML, and Bootstrap standard errors in linear models with generated regressors
McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000129164
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Performance of alternative forecasting methods for setar models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000614408
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000597093