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There are 51618 results for: content related to: Model Selection in Equations with Many ‘Small’ Effects *

  1. 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

  2. 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

  3. Fractional Integration and the Dynamics of UK Unemployment

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 2, May 2003, Pages: 221–239, Luis A. Gil-Alana and S. G. Brian Henry

    Article first published online : 22 MAY 2003, DOI: 10.1111/1468-0084.t01-1-00047

  4. 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

    Article first published online : 21 DEC 2012, DOI: 10.1111/obes.12006

  5. Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue s1, December 2005, Pages: 995–1033, James Mitchell and Stephen G. Hall

    Article first published online : 6 DEC 2005, DOI: 10.1111/j.1468-0084.2005.00149.x

  6. 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

  7. 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

  8. 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

  9. 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

    Article first published online : 15 DEC 2003, DOI: 10.1111/j.1468-0084.2003.00065.x

  10. A Flat Tax Reform in an Economy with Occupational Choice and Financial Frictions

    The Economic Journal

    Volume 122, Issue 565, December 2012, Pages: 1313–1345, Radim Boháček and Jozef Zubrický

    Article first published online : 8 AUG 2012, DOI: 10.1111/j.1468-0297.2012.02527.x

  11. Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming

    Statistica Neerlandica

    Volume 66, Issue 4, November 2012, Pages: 492–511, José A. Dí az-Garcí a and Rogelio Ramos-Quiroga

    Article first published online : 27 MAY 2012, DOI: 10.1111/j.1467-9574.2012.00527.x

  12. VEHICLE CURRENCY

    International Economic Review

    Volume 54, Issue 1, February 2013, Pages: 97–133, Michael B. Devereux and Shouyong Shi

    Article first published online : 23 JAN 2013, DOI: 10.1111/j.1468-2354.2012.00727.x

  13. Estimating Nonlinear Models with Multiple Fixed Effects: A Computational Note

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 760–775, Laura Hospido

    Article first published online : 3 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00655.x

  14. 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

  15. Trade, Technology and the Labour Market: The Case of South Africa

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 808–830, Johannes Fedderke, Yongcheol Shin and Prabhat Vaze

    Article first published online : 21 DEC 2011, DOI: 10.1111/j.1468-0084.2011.00685.x

  16. The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 103–122, Sandra Eickmeier and Katharina Pijnenburg

    Article first published online : 6 NOV 2012, DOI: 10.1111/obes.12004

  17. 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

  18. Weak identification in the ESTAR model and a new model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 238–261, Florian Heinen, Stefanie Michael and Philipp Sibbertsen

    Article first published online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  19. An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

    Oxford Bulletin of Economics and Statistics

    Volume 64, Issue 5, December 2002, Pages: 449–472, Heino Bohn Nielsen

    Article first published online : 11 DEC 2002, DOI: 10.1111/1468-0084.00272

  20. Estimating Market Power by Retailers in a Dynamic Framework: the Italian PDO Cheese Market

    Journal of Agricultural Economics

    Volume 64, Issue 1, February 2013, Pages: 33–53, Paolo Sckokai, Claudio Soregaroli and Daniele Moro

    Article first published online : 5 OCT 2012, DOI: 10.1111/j.1477-9552.2012.00368.x