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There are 16138 results for: content related to: DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS

  1. Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 2, April 2013, Pages: 307–321, Antonio F. Galvao JR., Gabriel Montes-Rojas and Sung Y. Park

    Article first published online : 21 DEC 2011, DOI: 10.1111/j.1468-0084.2011.00683.x

  2. Optimal Composite Markers for Time-Dependent Receiver Operating Characteristic Curves with Censored Survival Data

    Scandinavian Journal of Statistics

    Volume 37, Issue 4, December 2010, Pages: 664–679, HUNG HUNG and CHIN-TSANG CHIANG

    Article first published online : 10 NOV 2010, DOI: 10.1111/j.1467-9469.2009.00683.x

  3. MONOPOLISTIC COMPETITION AND PRODUCT DIVERSITY: REVIEW AND EXTENSION

    Journal of Economic Surveys

    Volume 26, Issue 5, December 2012, Pages: 879–910, Winston W. Chang

    Article first published online : 21 MAR 2011, DOI: 10.1111/j.1467-6419.2011.00682.x

  4. Trade, Technology and the Labour Market: The Case of South Africa

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 808–830, Johannes Fedderke, Yongcheol Shin and Prabhat Vaze

    Article first published online : 21 DEC 2011, DOI: 10.1111/j.1468-0084.2011.00685.x

  5. MEASURING PRODUCTIVITY

    Journal of Economic Surveys

    Volume 25, Issue 5, December 2011, Pages: 952–1008, Massimo Del Gatto, Adriana Di Liberto and Carmelo Petraglia

    Article first published online : 27 APR 2010, DOI: 10.1111/j.1467-6419.2009.00620.x

  6. Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 253–277, Cheng Hsiao, M. Hashem Pesaran and Andreas Pick

    Article first published online : 5 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00646.x

  7. Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 1, February 2011, Pages: 119–139, Jean-Pierre Urbain and Joakim Westerlund

    Article first published online : 17 AUG 2010, DOI: 10.1111/j.1468-0084.2010.00605.x

  8. Block-iterative algorithms

    International Transactions in Operational Research

    Volume 16, Issue 4, July 2009, Pages: 427–463, Charles Byrne

    Article first published online : 16 FEB 2009, DOI: 10.1111/j.1475-3995.2008.00683.x

  9. OPTIMAL MIGRATION: A WORLD PERSPECTIVE

    International Economic Review

    Volume 53, Issue 2, May 2012, Pages: 321–348, Jess Benhabib and Boyan Jovanovic

    Article first published online : 21 MAY 2012, DOI: 10.1111/j.1468-2354.2012.00683.x

  10. Testing for Fractional Integration Versus Short Memory with Structural Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 278–305, Laura Mayoral

    Article first published online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00645.x

  11. The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 736–759, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00665.x

  12. Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 180–202, Jaya Krishnakumar and David Neto

    Article first published online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00644.x

  13. The World Technology Frontier: What Can We Learn from the US States?

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 777–807, Jakub Growiec

    Article first published online : 2 JAN 2012, DOI: 10.1111/j.1468-0084.2011.00686.x

  14. Water-repellent soil and its relationship to granularity, surface roughness and hydrophobicity: a materials science view

    European Journal of Soil Science

    Volume 56, Issue 4, August 2005, Pages: 445–452, G. McHale, M. I. Newton and N. J. Shirtcliffe

    Article first published online : 9 DEC 2004, DOI: 10.1111/j.1365-2389.2004.00683.x

  15. Non-parametric tests for distributional treatment effect for randomly censored responses

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 71, Issue 1, January 2009, Pages: 243–264, Myoung-jae Lee

    Article first published online : 22 OCT 2008, DOI: 10.1111/j.1467-9868.2008.00683.x

  16. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 574–599, Walter Enders and Junsoo Lee

    Article first published online : 24 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00662.x

  17. STOCK-FLOW INTERACTIONS, DISEQUILIBRIUM MACROECONOMICS AND THE ROLE OF ECONOMIC POLICY

    Journal of Economic Surveys

    Volume 25, Issue 3, July 2011, Pages: 569–599, Toichiro Asada, Carl Chiarella, Peter Flaschel, Tarik Mouakil, Christian Proaño and Willi Semmler

    Article first published online : 11 JAN 2011, DOI: 10.1111/j.1467-6419.2010.00661.x

  18. ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS

    Journal of Economic Surveys

    Volume 25, Issue 1, February 2011, Pages: 19–68, Esmeralda A. Ramalho, Joaquim J.S. Ramalho and José M.R. Murteira

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-6419.2009.00602.x

  19. Horizontal vs. Vertical Interdependence in Multinational Activity

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 6, December 2010, Pages: 744–768, Harald Badinger and Peter Egger

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1468-0084.2010.00600.x

  20. The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 4, August 2011, Pages: 449–468, Paulo M. M. Rodrigues and Antonio Rubia

    Article first published online : 16 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00621.x