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There are 11959 results for: content related to: Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns *

  1. Exponential Tilting with Weak Instruments: Estimation and Testing

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 3, June 2010, Pages: 307–325, Mehmet Caner

    Version of Record online : 23 MAR 2010, DOI: 10.1111/j.1468-0084.2009.00579.x

  2. 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

    Version of Record online : 10 APR 2012, DOI: 10.1111/j.1468-0084.2012.00700.x

  3. 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

    Version of Record online : 20 MAR 2008, DOI: 10.1111/j.1468-0084.2008.00502.x

  4. 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

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1468-0084.2010.00600.x

  5. 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

  6. State-Dependent Threshold Smooth Transition Autoregressive Models

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 6, December 2013, Pages: 835–854, Michael J. Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo

    Version of Record online : 18 AUG 2012, DOI: 10.1111/j.1468-0084.2012.00719.x

  7. A Simple Panel-CADF Test for Unit Roots

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 2, April 2013, Pages: 276–296, Mauro Costantini and Claudio Lupi

    Version of Record online : 30 JAN 2012, DOI: 10.1111/j.1468-0084.2012.00690.x

  8. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 5, October 2013, Pages: 680–704, Iryna Kaminska

    Version of Record online : 6 NOV 2012, DOI: 10.1111/obes.12001

  9. Estimating and Forecasting with a Dynamic Spatial Panel Data Model

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 1, February 2014, Pages: 112–138, Badi H. Baltagi, Bernard Fingleton and Alain Pirotte

    Version of Record online : 9 JAN 2013, DOI: 10.1111/obes.12011

  10. Measuring Inflation Expectations Using Interval-Coded Data

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 4, August 2013, Pages: 602–623, Yasutomo Murasawa

    Version of Record online : 10 MAY 2012, DOI: 10.1111/j.1468-0084.2012.00704.x

  11. 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

    Version of Record online : 2 JAN 2012, DOI: 10.1111/j.1468-0084.2011.00687.x

  12. 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

    Version of Record online : 28 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00513.x

  13. 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

  14. 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

  15. 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

  16. 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

    Version of Record online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00590.x

  17. 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

  18. 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

    Version of Record online : 22 JUL 2005, DOI: 10.1111/j.1468-0084.2005.00130.x

  19. Pro-competitive Effect of Trade and Non-decreasing Price-Cost Margins

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 3, June 2010, Pages: 326–356, Herve Boulhol

    Version of Record online : 23 MAR 2010, DOI: 10.1111/j.1468-0084.2009.00580.x

  20. 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

    Version of Record online : 5 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00646.x