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Results 31-40 of 41.
Year of PublicationTitleAuthor(s)
2017Selecting the lag length for the MGLS unit root tests with structural change: A warning note for practitioners based on simulations
In: volume: 5, 2017, issue: 2, p. 1-10
Quineche, Ricardo; Rodríguez, Gabriel
2017Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
In: volume: 5, 2017, issue: 1, p. 1-54
Kiviet, Jan; Pleus, Milan; Poldermans, Rutger
2017Copula-based factor models for multivariate asset returns
In: volume: 5, 2017, issue: 2, p. 1-24
Ivanov, Eugen; Min, Aleksey; Ramsauer, Franz
2017Do seasonal adjustments induce noncausal dynamics in inflation rates?
In: volume: 5, 2017, issue: 4, p. 1-22
Hecq, Alain; Telg, Sean; Lieb, Lenard
2017Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
In: volume: 5, 2017, issue: 3, p. 1-46
Johansen, Søren; Tabor, Morten Nyboe
2017Reducing approximation error in the fourier flexible functional form
In: volume: 5, 2017, issue: 4, p. 1-16
Skolrud, Tristan D.
2017Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
In: volume: 5, 2017, issue: 3, p. 1-20
Juselius, Katarina
2017Building news measures from textual data and an application to volatility forecasting
In: volume: 5, 2017, issue: 3, p. 1-46
Caporin, Massimiliano; Poli, Francesco
2017Regime switching vine copula models for global equity and volatility indices
In: volume: 5, 2017, issue: 1, p. 1-38
Fink, Holger; Klimova, Yulia; Czado, Claudia; Stöber, Jakob
2017On the interpretation of instrumental variables in the presence of specification errors: A Reply
In: volume: 5, 2017, issue: 3, p. 1-3
Swamy, P. A. V. B.; Hall, Stephen G.; Tavlas, George S.; von zur Mühlen, Peter