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There are 24434 results for: content related to: Testing for Seasonal Unit Roots in Monthly Panels of Time Series *

  1. Model Selection in Equations with Many ‘Small’ Effects

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 6–22, Jennifer L. Castle, Jurgen A. Doornik and David F. Hendry

    Article first published online : 8 OCT 2012, DOI: 10.1111/j.1468-0084.2012.00727.x

  2. 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

    Article first published online : 21 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00629.x

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. Disentangling Age, Cohort and Time Effects in the Additive Model

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue 4, August 2006, Pages: 473–495, David J. McKenzie

    Article first published online : 1 AUG 2006, DOI: 10.1111/j.1468-0084.2006.00173.x

  10. 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

  11. 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

  12. 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

  13. 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

  14. Fixed and Random Effects in Classical and Bayesian Regression

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 3, June 2013, Pages: 460–476, Silvio R. Rendon

    Article first published online : 10 APR 2012, DOI: 10.1111/j.1468-0084.2012.00700.x

  15. 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

  16. Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 2, April 2013, Pages: 157–179, Dimitris Korobilis

    Article first published online : 2 JAN 2012, DOI: 10.1111/j.1468-0084.2011.00687.x

  17. Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 829–847, Aris Spanos, David F. Hendry and J. James Reade

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00532.x

  18. Testing for Conditional Convergence in Variance and Skewness: The Firm Size Distribution Revisited

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 648–668, Peter Huber and Michael Pfaffermayr

    Article first published online : 18 JUL 2010, DOI: 10.1111/j.1468-0084.2010.00595.x

  19. 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

    Article first published online : 11 MAR 2009, DOI: 10.1111/j.1468-0084.2009.00547.x

  20. 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