HAR Testing for Spurious Regression in Trend.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 50, doi. 10.3390/econometrics7040050
- By:
- Publication type:
- Article
Works matching IS 22251146 AND DT 2019 AND VI 7 AND IP 4
Results: 9
1
2
Causal Random Forests Model Using Instrumental Variable Quantile Regression.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 49, doi. 10.3390/econometrics7040049
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- Publication type:
- Article
3
Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 48, doi. 10.3390/econometrics7040048
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- Publication type:
- Article
4
Generalized Binary Time Series Models.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 47, doi. 10.3390/econometrics7040047
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- Publication type:
- Article
5
Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 46, doi. 10.3390/econometrics7040046
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- Publication type:
- Article
6
Uniform Inference in Panel Autoregression.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 45, doi. 10.3390/econometrics7040045
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- Publication type:
- Article
7
The Replication Crisis as Market Failure.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 44, doi. 10.3390/econometrics7040044
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- Publication type:
- Article
8
Likelihood Inference for Generalized Integer Autoregressive Time Series Models.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 43, doi. 10.3390/econometrics7040043
- By:
- Publication type:
- Article
9
Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 42, doi. 10.3390/econometrics7040042
- By:
- Publication type:
- Article