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Results 1-10 of 14.
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Year of Publication
Title
Author(s)
2017
Structural breaks, inflation and interest rates: Evidence from the G7 countries
In: volume: 5, 2017, issue: 1, p. 1-17
Clemente, Jesús
;
Gadea, María Dolores
;
Montañés, Antonio
;
Reyes, Marcelo
2017
A note on identification of bivariate copulas for discrete count data
In: volume: 5, 2017, issue: 1, p. 1-11
Trivedi, Pravin
;
Zimmer, David
2017
Consistency of trend break point estimator with underspecified break number
In: volume: 5, 2017, issue: 1, p. 1-19
Yang, Jingjing
2017
Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric models
In: volume: 5, 2017, issue: 1, p. 1-17
Swamy, P. A. V. B.
;
Mehta, Jatinder S.
;
Chang, I-Lok
2017
Goodness-of-fit tests for copulas of multivariate time series
In: volume: 5, 2017, issue: 1, p. 1-23
Rémillard, Bruno
2017
Testing for a structural break in a spatial panel model
In: volume: 5, 2017, issue: 1, p. 1-17
Sengupta, Aparna
2017
Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses
In: volume: 5, 2017, issue: 1, p. 1-26
Chang, Seong Yeon
;
Perron, Pierre
2017
Between institutions and global forces: Norwegian wage formation since industrialisation
In: volume: 5, 2017, issue: 1, p. 1-54
Nymoen, Ragnar
2017
Business cycle estimation with high-pass and band-pass local polynomial regression
In: volume: 5, 2017, issue: 1, p. 1-11
Álvarez, Luis J.
2017
A fast algorithm for the computation of HAC covariance matrix estimators
In: volume: 5, 2017, issue: 1, p. 1-16
Heberle, Jochen
;
Sattarhoff, Cristina
Author
2
Montañés, Antonio
1
Chang, Chia-Lin
1
Chang, I-Lok
1
Chang, Seong Yeon
1
Cho, Cheol-Keun
1
Clemente, Jesús
1
Czado, Claudia
1
Fink, Holger
1
Gadea, María Dolores
1
Heberle, Jochen
.
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2017