Influential observations in cointegrated VAR models: Danish money demand 1973–2003.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 39, doi. 10.1111/j.1368-423X.2007.00226.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2008 AND VI 11 AND IP 1
Results: 12
1
2
A bias-adjusted LM test of error cross-section independence.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 105, doi. 10.1111/j.1368-423X.2007.00227.x
- By:
- Publication type:
- Article
3
Stochastic frontier models with dependent error components.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 172, doi. 10.1111/j.1368-423X.2007.00228.x
- By:
- Publication type:
- Article
4
Estimating GARCH models: when to use what?
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 27, doi. 10.1111/j.1368-423X.2008.00229.x
- By:
- Publication type:
- Article
5
Exact formulas for the Hodrick-Prescott filter.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 209, doi. 10.1111/j.1368-423X.2008.00230.x
- By:
- Publication type:
- Article
6
Inflation, exchange rates and PPP in a multivariate panel cointegration model.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 58, doi. 10.1111/j.1368-423X.2008.00231.x
- By:
- Publication type:
- Article
7
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 155, doi. 10.1111/j.1368-423X.2008.00232.x
- By:
- Publication type:
- Article
8
Economic Reform, Growth and Convergence in China.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 128, doi. 10.1111/j.1368-423X.2008.00233.x
- By:
- Publication type:
- Article
9
Indirect Estimation of α-Stable Distributions and Processes.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 193, doi. 10.1111/j.1368-423X.2008.00234.x
- By:
- Publication type:
- Article
10
Bootstrapping Autoregression under Non-stationary Volatility.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 1, doi. 10.1111/j.1368-423X.2008.00235.x
- By:
- Publication type:
- Article
11
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 80, doi. 10.1111/j.1368-423X.2008.00236.x
- By:
- Publication type:
- Article
12
The Econometrics Journal of the Royal Economic Society.
- Published in:
- 2008
- By:
- Publication type:
- Editorial