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International output convergence : evidence from an autocorrelation function approach
Caggiano, Giovanni; Leonida, Leone - In: Journal of applied econometrics 24 (2009) 1, pp. 139-162
Persistent link: https://www.econbiz.de/10003807553
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - In: Journal of applied econometrics 22 (2007) 1, pp. 63-87
Persistent link: https://www.econbiz.de/10003448509
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Codependence in cointegrated autoregressive models
Schleicher, Christoph - In: Journal of applied econometrics 22 (2007) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10003448515
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The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit; Savin, N. Eugene - In: Journal of applied econometrics 23 (2008) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
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Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 28 (2013) 3, pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
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Generalized autoregressive score models with applications
Creal, Drew; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 28 (2013) 5, pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-830
Persistent link: https://www.econbiz.de/10010219731