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Functional-coefficient models under unit root behaviour
Juhl, Ted - In: The econometrics journal 8 (2005) 2, pp. 197-213
Persistent link: https://www.econbiz.de/10003018933
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A nonparametric adjustment for tests of changing mean
Juhl, Ted (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003075057
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A nonparametric test of the predictive regression model
Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 387-394
Persistent link: https://www.econbiz.de/10010488497
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Measuring business cycle features
Hess, Gregory D. - 1995
Persistent link: https://www.econbiz.de/10000946214
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Asymmetric persistence in GDP? : A deeper look at depth
Hess, Gregory D. - In: Journal of monetary economics 40 (1997) 3, pp. 535-554
Persistent link: https://www.econbiz.de/10001231050
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Measuring and comparing business-cycle features
Hess, Gregory D. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 432-444
Persistent link: https://www.econbiz.de/10001227108
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Asymmetric persistence in GDP? : A deeper look at depth
Hess, Gregory D.; Iwata, Shigeru - 1997
Persistent link: https://www.econbiz.de/10000968490
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What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru; Li, Han - In: Econometric reviews 34 (2015) 1/5, pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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Functional index coefficient models with variable selection
Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284
Persistent link: https://www.econbiz.de/10011504526