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There are 30065 results for: content related to: The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area *

  1. 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

    Version of Record online : 16 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00621.x

  2. 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

    Version of Record online : 29 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00512.x

  3. 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

    Version of Record online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00534.x

  4. 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

    Version of Record online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00528.x

  5. 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

    Version of Record online : 16 SEP 2008, DOI: 10.1111/j.1468-0084.2008.00520.x

  6. Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 716–735, Genaro Sucarrat and Alvaro Escribano

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00669.x

  7. Bootstrap HAC Tests for Ordinary Least Squares Regression

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 903–922, Francesco Bravo and Leslie G. Godfrey

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00671.x

  8. Induced Civic Pride and Integration

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 2, April 2010, Pages: 202–220, Bernd Süssmuth, Malte Heyne and Wolfgang Maennig

    Version of Record online : 17 FEB 2010, DOI: 10.1111/j.1468-0084.2009.00575.x

  9. Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target-Zone Literature

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 1, February 2008, Pages: 1–22, Zsolt Darvas

    Version of Record online : 19 SEP 2007, DOI: 10.1111/j.1468-0084.2007.00488.x

  10. 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

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00665.x

  11. Combining Forecasts from Nested Models

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 3, June 2009, Pages: 303–329, Todd E. Clark and Michael W. McCracken

    Version of Record online : 11 MAR 2009, DOI: 10.1111/j.1468-0084.2009.00547.x

  12. Testing Steady-State Restrictions of Linear Rational Expectations Models when Data are Highly Persistent

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 3, June 2011, Pages: 315–334, Mikael Juselius

    Version of Record online : 21 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00629.x

  13. Regression Models with Variables of Different Frequencies: The Case of a Fixed Frequency Ratio

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 600–620, Virmantas Kvedaras and Alfredas Račkauskas

    Version of Record online : 23 APR 2010, DOI: 10.1111/j.1468-0084.2010.00585.x

  14. Model Selection Criteria for Factor-Augmented Regressions

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 37–63, Jan J. J. Groen and George Kapetanios

    Version of Record online : 7 SEP 2012, DOI: 10.1111/j.1468-0084.2012.00721.x

  15. 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

    Version of Record online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00529.x

  16. 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

    Version of Record online : 14 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00594.x

  17. Testing for Error Correction in Panel Data

    Oxford Bulletin of Economics and Statistics

    Volume 69, Issue 6, December 2007, Pages: 709–748, Joakim Westerlund

    Version of Record online : 25 JUL 2007, DOI: 10.1111/j.1468-0084.2007.00477.x

  18. Miller and Modigliani, Predictive Return Regressions and Cointegration

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 2, April 2008, Pages: 181–207, Piergiorgio Alessandri, Donald Robertson and Stephen Wright

    Version of Record online : 27 FEB 2008, DOI: 10.1111/j.1468-0084.2007.00499.x

  19. Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 600–627, Trino-Manuel Ñíguez and Javier Perote

    Version of Record online : 5 SEP 2011, DOI: 10.1111/j.1468-0084.2011.00663.x

  20. Who Benefits from Marriage?

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 1, February 2009, Pages: 1–33, Esfandiar Maasoumi, Daniel L. Millimet and Dipanwita Sarkar

    Version of Record online : 6 OCT 2008, DOI: 10.1111/j.1468-0084.2008.00515.x