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There are 19988 results for: content related to: Spurious Fixed Effects Regression *

  1. 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

  2. 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

    Article first published online : 5 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00646.x

  3. Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 1, February 2011, Pages: 119–139, Jean-Pierre Urbain and Joakim Westerlund

    Article first published online : 17 AUG 2010, DOI: 10.1111/j.1468-0084.2010.00605.x

  4. 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

  5. UK Macroeconomic Volatility and the Term Structure of Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 3, June 2013, Pages: 323–339, Peter Spencer

    Article first published online : 5 APR 2012, DOI: 10.1111/j.1468-0084.2012.00698.x

  6. Testing for Fractional Integration Versus Short Memory with Structural Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 278–305, Laura Mayoral

    Article first published online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00645.x

  7. 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

  8. Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 180–202, Jaya Krishnakumar and David Neto

    Article first published online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00644.x

  9. How Does Childbirth Alter Intrahousehold Resource Allocation? Evidence from Japan

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 3, June 2013, Pages: 362–387, Tomoki Fujii and Ryuichiro Ishikawa

    Article first published online : 30 MAR 2012, DOI: 10.1111/j.1468-0084.2012.00699.x

  10. 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

  11. 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

  12. 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

  13. 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

    Article first published online : 5 SEP 2011, DOI: 10.1111/j.1468-0084.2011.00663.x

  14. 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

  15. Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 3, June 2012, Pages: 425–452, Efrem Castelnuovo

    Article first published online : 24 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00658.x

  16. Foreign Direct Investment and Total Factor Productivity in China: A Spatial Dynamic Panel Analysis

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 6, December 2011, Pages: 771–791, Eunsuk Hong and Laixiang Sun

    Article first published online : 21 NOV 2011, DOI: 10.1111/j.1468-0084.2011.00672.x

  17. 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

  18. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 574–599, Walter Enders and Junsoo Lee

    Article first published online : 24 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00662.x

  19. Robust Non-nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 5, October 2011, Pages: 651–668, Leslie G. Godfrey

    Article first published online : 20 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00630.x

  20. 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