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Recursive and rolling regression-based tests of the seasonal unit root hypothesis

Smith, Richard J.; Taylor, Robert - 1998

Persistent link: https://www.econbiz.de/10001396969

Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product

Smith, Richard J. - In: The review of economic studies 65 (1998) 1, pp. 109-134

Persistent link: https://www.econbiz.de/10001238781

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288

Persistent link: https://www.econbiz.de/10001240193

Approximations to the distribution of conditional moment test statistics

Smith, Richard J.; Chesher, Andrew; Peters, Simon A. - 2000

Persistent link: https://www.econbiz.de/10001600687

Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration

Taylor, Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207

Persistent link: https://www.econbiz.de/10001568817

Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, Robert - 1999

Persistent link: https://www.econbiz.de/10001409493

Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product

Smith, Richard J.; Weale, Martin J.; Satchell, Stephen - 1995 - Rev

Persistent link: https://www.econbiz.de/10000560164

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J.; Taylor, Robert - 1995

Persistent link: https://www.econbiz.de/10000561591

Structural analysis of vector error correction models with exogenous I(1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997

Persistent link: https://www.econbiz.de/10000629002

An Automatic Leading Indicator of Economic Activity : Forecasting GDP Growth for European Countries

Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - 2005

In the construction of a leading indicator model of economic activity, economists must select among a pool of variables which lead output growth. Usually the pool of variables is large and a selection of a subset must be carried out. This paper proposes an automatic leading indicator model...

Persistent link: https://www.econbiz.de/10014125967