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There are 15814 results for: content related to: The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance *

  1. 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

    Article first published online : 7 SEP 2012, DOI: 10.1111/j.1468-0084.2012.00721.x

  2. Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998

    Oxford Bulletin of Economics and Statistics

    Volume 64, Issue 3, July 2002, Pages: 233–256, Philippe Andrade and Catherine Bruneau

    Article first published online : 25 JUL 2002, DOI: 10.1111/1468-0084.00021

  3. 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

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00671.x

  4. Inferring Policy Objectives from Economic Outcomes

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue s1, September 2004, Pages: 735–764, Richard Dennis

    Article first published online : 10 SEP 2004, DOI: 10.1111/j.1468-0084.2004.100_1.x

  5. A Simple Explanation of the Forecast Combination Puzzle

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 3, June 2009, Pages: 331–355, Jeremy Smith and Kenneth F. Wallis

    Article first published online : 23 FEB 2009, DOI: 10.1111/j.1468-0084.2008.00541.x

  6. 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

  7. The Inflationary Consequences of a Currency Changeover on the Catering Sector: Evidence from the Michelin Red Guide

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 1, February 2009, Pages: 111–133, Fabrizio Adriani, Giancarlo Marini and Pasquale Scaramozzino

    Article first published online : 24 OCT 2008, DOI: 10.1111/j.1468-0084.2008.00521.x

  8. Evaluating New-Keynesian Models of a Small Open Economy

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue s1, September 2004, Pages: 713–733, Paolo Giordani

    Article first published online : 10 SEP 2004, DOI: 10.1111/j.1468-0084.2004.099_1.x

  9. A Reduced Rank Regression Approach to Coincident and Leading Indexes Building

    Oxford Bulletin of Economics and Statistics

    Volume 69, Issue 2, April 2007, Pages: 271–292, Gianluca Cubadda

    Article first published online : 25 OCT 2006, DOI: 10.1111/j.1468-0084.2006.00196.x

  10. Log Income vs. Linear Income: An Application of the Encompassing Principle

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 807–827, Luigi Ermini and David F. Hendry

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00531.x

  11. 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

  12. Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 4, September 2004, Pages: 537–565, Michael Artis, Massimiliano Marcellino and Tommaso Proietti

    Article first published online : 3 AUG 2004, DOI: 10.1111/j.1468-0084.2004.00092.x

  13. Testing for a Change in Persistence in the Presence of a Volatility Shift

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 761–781, Giuseppe Cavaliere and A. M. Robert Taylor

    Article first published online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00455.x

  14. 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

    Article first published online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00669.x

  15. Evaluating PcGets and RETINA as Automatic Model Selection Algorithms

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue s1, December 2005, Pages: 837–880, Jennifer L. Castle

    Article first published online : 6 DEC 2005, DOI: 10.1111/j.1468-0084.2005.00143.x

  16. 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

    Article first published online : 17 FEB 2010, DOI: 10.1111/j.1468-0084.2009.00575.x

  17. A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 23–36, Jörg Breitung and Uta Pigorsch

    Article first published online : 6 NOV 2012, DOI: 10.1111/obes.12003

  18. 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

    Article first published online : 19 SEP 2007, DOI: 10.1111/j.1468-0084.2007.00488.x

  19. Prewhitening Bias in HAC Estimation

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 4, August 2005, Pages: 517–546, Donggyu Sul, Peter C. B. Phillips and Chi-Young Choi

    Article first published online : 22 JUL 2005, DOI: 10.1111/j.1468-0084.2005.00130.x

  20. 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