Econometrics - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 41 to 60 of 186
Year of PublicationTitleAuthor(s)
2017 Maximum likelihood estimation of the I(2) model under linear restrictionsDoornik, Jurgen A.
2017 Selecting the lag length for the MGLS unit root tests with structural change: A warning note for practitioners based on simulationsQuineche, Ricardo; Rodríguez, Gabriel
2017 A simple test for causality in volatilityChang, Chia-Lin; McAleer, Michael
2017 Unit roots and structural breaksPerron, Pierre
2017 Between institutions and global forces: Norwegian wage formation since industrialisationNymoen, Ragnar
2017 Fixed-b inference for testing structural change in a time series regressionCho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio
2017 Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypothesesChang, Seong Yeon; Perron, Pierre
2017 Goodness-of-fit tests for copulas of multivariate time seriesRémillard, Bruno
2017 Structural breaks, inflation and interest rates: Evidence from the G7 countriesClemente, Jesús; Gadea, María Dolores; Montañés, Antonio; Reyes, Marcelo
2017 Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric modelsSwamy, P. A. V. B.; Mehta, Jatinder S.; Chang, I-Lok
2017 Testing for a structural break in a spatial panel modelSengupta, Aparna
2017 A note on identification of bivariate copulas for discrete count dataTrivedi, Pravin; Zimmer, David
2017 Consistency of trend break point estimator with underspecified break numberYang, Jingjing
2017 Business cycle estimation with high-pass and band-pass local polynomial regressionÁlvarez, Luis J.
2017 Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data modelsKiviet, Jan; Pleus, Milan; Poldermans, Rutger
2017 Bayesian analysis of bubbles in asset pricesFulop, Andras; Yu, Jun
2017 Inequality and poverty when effort mattersRavallion, Martin
2017 Do seasonal adjustments induce noncausal dynamics in inflation rates?Hecq, Alain; Telg, Sean; Lieb, Lenard
2017 Modeling real exchange rate persistence in ChileSalazar, Leonardo
2017 Reducing approximation error in the fourier flexible functional formSkolrud, Tristan D.
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 186
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