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Results 21-30 of 41.
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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
2017
Unit roots and structural breaks
In: volume: 5, 2017, issue: 2, p. 1-3
Perron, Pierre
2017
Fixed-b inference for testing structural change in a time series regression
In: volume: 5, 2017, issue: 1, p. 1-26
Cho, Cheol-Keun
;
Vogelsang, Timothy J.
;
Montañés, Antonio
2017
Maximum likelihood estimation of the I(2) model under linear restrictions
In: volume: 5, 2017, issue: 2, p. 1-20
Doornik, Jurgen A.
2017
A simple test for causality in volatility
In: volume: 5, 2017, issue: 1, p. 1-5
Chang, Chia-Lin
;
McAleer, Michael
2017
Inequality and poverty when effort matters
In: volume: 5, 2017, issue: 4, p. 1-19
Ravallion, Martin
2017
On the interpretation of instrumental variables in the presence of specification errors: A causal comment
In: volume: 5, 2017, issue: 3, p. 1-6
Raunig, Burkhard
2017
The univariate collapsing method for portfolio optimization
In: volume: 5, 2017, issue: 2, p. 1-33
Paolella, Marc S.
2017
An interview with William A. Barnett
In: volume: 5, 2017, issue: 4, p. 1-32
Barnett, William A.
;
Serletis, Apostolos
2017
Formula I(1) and I(2): Race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR models
In: volume: 5, 2017, issue: 4, p. 1-30
Doornik, Jurgen A.
;
Mosconi, Rocco
;
Paruolo, Paolo
Author
2
Czado, Claudia
2
Doornik, Jurgen A.
2
Montañés, Antonio
2
Paruolo, Paolo
2
Perron, Pierre
2
Swamy, P. A. V. B.
1
Barnett, William A.
1
Boswijk, H. Peter
1
Caporin, Massimiliano
1
Chang, Chia-Lin
.
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Issue 1, Volume 5, 2017
7
Issue 2, Volume 5, 2017
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Issue 3, Volume 5, 2017
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Issue 4, Volume 5, 2017