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There are 37311 results for: content related to: A Rational Expectations Consistent Measure of Risk: Using Financial Market Data from a Middle Income Context *

  1. Encompassing: Concepts and Implementation

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 721–750, Christophe Bontemps and Grayham E. Mizon

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00528.x

  2. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 567–599, Chi-Young Choi, Nelson C. Mark and Donggyu Sul

    Article first published online : 14 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00594.x

  3. A Semiparametric Analysis of the Term Structure of the US Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 4, August 2009, Pages: 475–490, Fabrizio Iacone

    Article first published online : 11 JUN 2009, DOI: 10.1111/j.1468-0084.2008.00546.x

  4. Revisiting Error-Autocorrelation Correction: Common Factor Restrictions and Granger Non-Causality

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 2, April 2009, Pages: 273–294, Anya McGuirk and Aris Spanos

    Article first published online : 22 FEB 2009, DOI: 10.1111/j.1468-0084.2008.00538.x

  5. Determinants and Dynamics of Current Account Reversals: An Empirical Analysis

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 4, August 2010, Pages: 486–517, Roman Liesenfeld, Guilherme Valle Moura and Jean-François Richard

    Article first published online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00588.x

  6. PHILLIPS CURVES AND UNEMPLOYMENT DYNAMICS: A CRITIQUE AND A HOLISTIC PERSPECTIVE

    Journal of Economic Surveys

    Volume 24, Issue 1, February 2010, Pages: 1–51, Marika Karanassou, Hector Sala and Dennis J. Snower

    Article first published online : 10 OCT 2009, DOI: 10.1111/j.1467-6419.2009.00598.x

  7. Estimating a Parsimonious Model of Inequality Aversion in Stackelberg Duopoly Experiments

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 669–686, Sau-Him Paul Lau and Felix Leung

    Article first published online : 14 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00592.x

  8. Habits, Complementarities and Heterogeneity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 4, August 2010, Pages: 428–457, David Aristei and Luca Pieroni

    Article first published online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00590.x

  9. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 4, August 2010, Pages: 518–550, Massimiliano Marcellino and Christian Schumacher

    Article first published online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00591.x

  10. Technological Change and Transition: Relative Contributions to Worldwide Growth During the 1990s

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 4, August 2008, Pages: 461–492, Oleg Badunenko, Daniel J. Henderson and Valentin Zelenyuk

    Article first published online : 15 MAY 2008, DOI: 10.1111/j.1468-0084.2008.00508.x

  11. A Simple Test for Cointegration in Dependent Panels with Structural Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 665–704, Joakim Westerlund and David L. Edgerton

    Article first published online : 28 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00513.x

  12. Parametric and Non-parametric Encompassing Procedures

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 751–780, Christophe Bontemps, Jean-Pierre Florens and Jean-François Richard

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00529.x

  13. The ACR Model: A Multivariate Dynamic Mixture Autoregression

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 583–618, Frédérique Bec, Anders Rahbek and Neil Shephard

    Article first published online : 29 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00512.x

  14. Simulation Encompassing: Testing Non-nested Hypotheses

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 781–806, Maozu Lu, Grayham E. Mizon and Chiara Monfardini

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00530.x

  15. On Critical Values of Tests against a Change in Persistence

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 705–710, Uwe Hassler and Jan Scheithauer

    Article first published online : 16 SEP 2008, DOI: 10.1111/j.1468-0084.2008.00518.x

  16. Do Firms Increase Productivity in Order to Become Exporters?

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 5, October 2009, Pages: 621–642, Ricardo A. López

    Article first published online : 11 AUG 2009, DOI: 10.1111/j.1468-0084.2009.00558.x

  17. Power of Tests for Unit Roots in the Presence of a Linear Trend

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 619–644, Bent Nielsen

    Article first published online : 16 SEP 2008, DOI: 10.1111/j.1468-0084.2008.00520.x

  18. Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 867–893, Massimiliano Marcellino and Barbara Rossi

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00534.x

  19. A Coincident Index, Common Factors, and Monthly Real GDP

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 1, February 2010, Pages: 27–46, Roberto S. Mariano and Yasutomo Murasawa

    Article first published online : 27 AUG 2009, DOI: 10.1111/j.1468-0084.2009.00567.x

  20. Panel Stationarity Test with Structural Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 2, April 2008, Pages: 245–269, Kaddour Hadri and Yao Rao

    Article first published online : 20 MAR 2008, DOI: 10.1111/j.1468-0084.2008.00502.x