Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 6, doi. 10.3390/econometrics5010006
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- Publication type:
- Article
Works matching IS 22251146 AND DT 2017 AND VI 5 AND IP 1
Results: 14
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Endogeneity, Time-Varying Coefficients, and Incorrect vs. CorrectWays of Specifying the Error Terms of Econometric Models.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 8, doi. 10.3390/econometrics5010008
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- Publication type:
- Article
3
A Simple Test for Causality in Volatility.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 15, doi. 10.3390/econometrics5010015
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- Article
4
Consistency of Trend Break Point Estimator with Underspecified Break Number.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 4, doi. 10.3390/econometrics5010004
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- Publication type:
- Article
5
Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 5, doi. 10.3390/econometrics5010005
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- Publication type:
- Article
6
A Note on Identification of Bivariate Copulas for Discrete Count Data.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 10, doi. 10.3390/econometrics5010010
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- Publication type:
- Article
7
Goodness-of-Fit Tests for Copulas of Multivariate Time Series.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 13, doi. 10.3390/econometrics5010013
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- Publication type:
- Article
8
A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 9, doi. 10.3390/econometrics5010009
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- Publication type:
- Article
9
Fixed-b Inference for Testing Structural Change in a Time Series Regression.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 2, doi. 10.3390/econometrics5010002
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- Publication type:
- Article
10
Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 1, doi. 10.3390/econometrics5010001
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- Publication type:
- Article
11
Testing for a Structural Break in a Spatial Panel Model.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 12, doi. 10.3390/econometrics5010012
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- Publication type:
- Article
12
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 14, doi. 10.3390/econometrics5010014
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- Publication type:
- Article
13
Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 11, doi. 10.3390/econometrics5010011
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- Publication type:
- Article
14
Regime Switching Vine Copula Models for Global Equity and Volatility Indices.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 3, doi. 10.3390/econometrics5010003
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- Publication type:
- Article