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Bootstrap Unit-Root Tests: Comparison and Extensions.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 371, doi. 10.1111/j.1467-9892.2007.00565.x
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- Publication type:
- Article
Consistency of averaged impulse response estimators in vector autoregressive models.
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- Journal of Time Series Analysis, 2024, v. 45, n. 5, p. 691, doi. 10.1111/jtsa.12733
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- Publication type:
- Article
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL.
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- Econometric Theory, 2010, v. 26, n. 3, p. 647, doi. 10.1017/S0266466609990053
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- Publication type:
- Article
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends.
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- Oxford Bulletin of Economics & Statistics, 2011, v. 73, n. 1, p. 119, doi. 10.1111/j.1468-0084.2010.00605.x
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- Publication type:
- Article
Cointegration Testing in Panels with Common Factors.
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- Oxford Bulletin of Economics & Statistics, 2006, v. 68, p. 683, doi. 10.1111/j.1468-0084.2006.00452.x
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- Publication type:
- Article
PERMANENT-TRANSITORY DECOMPOSITION IN VAR MODELS WITH COINTEGRATION AND COMMON CYCLES.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2000, v. 62, n. 4, p. 511, doi. 10.1111/1468-0084.00185
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- Publication type:
- Article
ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS.
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- Oxford Bulletin of Economics & Statistics, 1992, v. 54, n. 2, p. 187, doi. 10.1111/j.1468-0084.1992.mp54002004.x
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- Publication type:
- Article
CCE estimation of factor‐augmented regression models with more factors than observables.
- Published in:
- Journal of Applied Econometrics, 2019, v. 34, n. 2, p. 268, doi. 10.1002/jae.2661
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- Publication type:
- Article
On the Applicability of the Sieve Bootstrap in Time Series Panels.
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- Oxford Bulletin of Economics & Statistics, 2014, v. 76, n. 1, p. 139, doi. 10.1111/obes.12005
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- Publication type:
- Article
Labor market dynamics when effort depends on wage growth comparisons.
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- Empirical Economics, 2000, v. 25, n. 3, p. 393, doi. 10.1007/s001810000024
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- Publication type:
- Article
Error Correction Testing in Panels with Common Stochastic Trends.
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- Journal of Applied Econometrics, 2016, v. 31, n. 6, p. 982, doi. 10.1002/jae.2475
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- Publication type:
- Article
BRIDGING THE GAP BETWEEN OX AND GAUSS USING OXGAUSS.
- Published in:
- 2005
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- Publication type:
- Product Review
INTERTEMPORAL SUBSTITUTION IN IMPORT DEMAND AND HABIT FORMATION.
- Published in:
- Journal of Applied Econometrics, 1998, v. 13, n. 6, p. 589, doi. 10.1002/(SICI)1099-1255(199811/12)13:6<589::AID-JAE489>3.0.CO;2-2
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- Publication type:
- Article
Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models.
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- Journal of Forecasting, 2014, v. 33, n. 3, p. 198, doi. 10.1002/for.2286
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- Publication type:
- Article
A statistical analysis of time trends in atmospheric ethane.
- Published in:
- Climatic Change, 2020, v. 162, n. 1, p. 105, doi. 10.1007/s10584-020-02806-2
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- Publication type:
- Article
Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson,Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, Cambridge University Press, Cambridge, 2001, GBP 30.00 (ISBN 0 52179 649 0) Book Reviews: F. Amatori and G. Jones (eds.),Business History around the World, Cambridge University Press, Cambridge, 2003, 425 p. GBP 50.00 (ISBN 0 52182 107 X) Book Reviews: Jean Gadrey,New Economy, New Myth, Routledge, London and New York, 2002. 168 p. GBP 80.00 (ISBN 0 41530 141 6) Book Reviews: Jan S. Cramer,Logit Models. From Economics and Other Fields, Cambridge University Press, Cambridge, 2003. 173 p. GBP 37.00 (ISBN 0 52181 588 6)
- Published in:
- 2005
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- Publication type:
- Book Review