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