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There are 24508 results for: content related to: Model Selection Criteria for Factor-Augmented Regressions *

  1. Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 5, December 2003, Pages: 655–680, Nelson C. Mark and Donggyu Sul

    Version of Record online : 15 DEC 2003, DOI: 10.1111/j.1468-0084.2003.00066.x

  2. 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

    Version of Record online : 3 AUG 2004, DOI: 10.1111/j.1468-0084.2004.00092.x

  3. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 64–79, Karim Barhoumi, Olivier Darné and Laurent Ferrara

    Version of Record online : 21 DEC 2012, DOI: 10.1111/obes.12010

  4. Choosing the Best Volatility Models: The Model Confidence Set Approach

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue s1, December 2003, Pages: 839–861, Peter Reinhard Hansen, Asger Lunde and James M. Nason

    Version of Record online : 12 DEC 2003, DOI: 10.1046/j.0305-9049.2003.00086.x

  5. Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 80–102, Maximiano Pinheiro, António Rua and Francisco Dias

    Version of Record online : 21 DEC 2012, DOI: 10.1111/obes.12006

  6. 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

    Version of Record online : 25 JUL 2002, DOI: 10.1111/1468-0084.00021

  7. Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 1, February 2003, Pages: 91–115, Markku Lanne, Helmut Lütkepohl and Pentti Saikkonen

    Version of Record online : 14 FEB 2003, DOI: 10.1111/1468-0084.00036

  8. Transforming Qualitative Survey Data: Performance Comparisons for the UK

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 1, February 2004, Pages: 71–89, Ciaran Driver and Giovanni Urga

    Version of Record online : 17 SEP 2008, DOI: 10.1111/j.1468-0084.2004.00070.x

  9. Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 455–470, ANOUAR EL GHOUCH, MARC G. GENTON and TAOUFIK BOUEZMARNI

    Version of Record online : 27 DEC 2012, DOI: 10.1111/j.1467-9469.2012.00821.x

  10. Network Effects and Infrastructure Productivity in Developing Countries

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 6, December 2013, Pages: 887–913, Bertrand Candelon, Gilbert Colletaz and Christophe Hurlin

    Version of Record online : 26 SEP 2012, DOI: 10.1111/j.1468-0084.2012.00722.x

  11. Exogeneity in Vector Error Correction Models with Purely Exogenous Long-Run Paths

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 5, December 2003, Pages: 629–653, Jacqueline Pradel and Christophe Rault

    Version of Record online : 15 DEC 2003, DOI: 10.1111/j.1468-0084.2003.00065.x

  12. Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 2, May 2004, Pages: 261–284, Sung K. Ahn, Sinsup Cho and B. Chan Seong

    Version of Record online : 1 APR 2004, DOI: 10.1111/j.0305-9049.2003.00100.x

  13. A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 3, July 2004, Pages: 399–424, Martin Wagner

    Version of Record online : 13 JUL 2004, DOI: 10.1111/j.1468-0084.2004.00085.x

  14. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue s1, December 2003, Pages: 727–744, Dick van Dijk and Philip Hans Franses

    Version of Record online : 17 SEP 2008, DOI: 10.1046/j.0305-9049.2003.00091.x

  15. Evaluating outcomes from the Youth Training Scheme using matched firm-trainee data

    Oxford Bulletin of Economics and Statistics

    Volume 64, Issue 3, July 2002, Pages: 277–306, Richard Upward

    Version of Record online : 25 JUL 2002, DOI: 10.1111/1468-0084.00022

  16. Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 2, May 2003, Pages: 197–220, Joseph P. Byrne and E. Philip Davis

    Version of Record online : 22 MAY 2003, DOI: 10.1111/1468-0084.00044

  17. Precautionary and Entrepreneurial Savings: New Evidence from German Households

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 4, August 2013, Pages: 528–555, Frank M. Fossen and Davud Rostam-Afschar

    Version of Record online : 1 MAY 2012, DOI: 10.1111/j.1468-0084.2012.00702.x

  18. Analysing I(2) Systems by Transformed Vector Autoregressions

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 3, July 2004, Pages: 379–397, Hans Christian Kongsted and Heino Bohn Nielsen

    Version of Record online : 13 JUL 2004, DOI: 10.1111/j.1468-0084.2004.00084.x

  19. Forecast Pooling for European Macroeconomic Variables

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 1, February 2004, Pages: 91–112, Massimiliano Marcellino

    Version of Record online : 17 SEP 2008, DOI: 10.1111/j.1468-0084.2004.00071.x

  20. 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

    Version of Record online : 8 OCT 2012, DOI: 10.1111/j.1468-0084.2012.00727.x