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Results 1-10 of 14.
Year of PublicationTitleAuthor(s)
2017Structural 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
2017A note on identification of bivariate copulas for discrete count data
In: volume: 5, 2017, issue: 1, p. 1-11
Trivedi, Pravin; Zimmer, David
2017Consistency of trend break point estimator with underspecified break number
In: volume: 5, 2017, issue: 1, p. 1-19
Yang, Jingjing
2017Endogeneity, 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
2017Goodness-of-fit tests for copulas of multivariate time series
In: volume: 5, 2017, issue: 1, p. 1-23
Rémillard, Bruno
2017Testing for a structural break in a spatial panel model
In: volume: 5, 2017, issue: 1, p. 1-17
Sengupta, Aparna
2017Fractional 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
2017Between institutions and global forces: Norwegian wage formation since industrialisation
In: volume: 5, 2017, issue: 1, p. 1-54
Nymoen, Ragnar
2017Business cycle estimation with high-pass and band-pass local polynomial regression
In: volume: 5, 2017, issue: 1, p. 1-11
Álvarez, Luis J.
2017A fast algorithm for the computation of HAC covariance matrix estimators
In: volume: 5, 2017, issue: 1, p. 1-16
Heberle, Jochen; Sattarhoff, Cristina