Estimating and testing multiple structural changes in linear models using band spectral regressions.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 400, doi. 10.1111/ectj.12010
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2013 AND VI 16 AND IP 3
Results: 10
1
2
A Review of Unit Root Tests in Time Series: Volumes 1 and 2.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. B5, doi. 10.1111/ectj.12007
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- Publication type:
- Article
3
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 473, doi. 10.1111/j.1368-423X.2012.00392.x
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- Publication type:
- Article
4
Index to The Econometrics Journal Volume 16.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 485, doi. 10.1111/ectj.12020
- Publication type:
- Article
5
Predictability of shapes of intraday price curves.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 285, doi. 10.1111/ectj.12006
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- Publication type:
- Article
6
Estimation and inference for impulse response functions from univariate strongly persistent processes.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 373, doi. 10.1111/j.1368-423X.2012.00395.x
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- Publication type:
- Article
7
Asymptotics for threshold regression under general conditions.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 430, doi. 10.1111/ectj.12012
- By:
- Publication type:
- Article
8
Heteroscedasticity-robust C<sub>p</sub> model averaging.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 463, doi. 10.1111/ectj.12009
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- Publication type:
- Article
9
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 309, doi. 10.1111/j.1368-423X.2012.00394.x
- By:
- Publication type:
- Article
10
Pairwise-comparison estimation with non-parametric controls.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 3, p. 340, doi. 10.1111/ectj.12008
- By:
- Publication type:
- Article