4

On the bias of the OLS estimator in a nonstationary dynamic panel data model

Year:
1998
Language:
english
File:
PDF, 297 KB
english, 1998
10

Lag length estimation in large dimensional systems

Year:
2002
Language:
english
File:
PDF, 188 KB
english, 2002
11

Least squares estimation and tests of breaks in mean and variance under misspecification

Year:
2004
Language:
english
File:
PDF, 175 KB
english, 2004
12

Threshold Effects in Cointegrating Relationships

Year:
2006
Language:
english
File:
PDF, 562 KB
english, 2006
13

Comment on: Threshold Autoregressions With a Unit Root

Year:
2008
Language:
english
File:
PDF, 117 KB
english, 2008
14

Photocatalytic oxidation of sulfamethazine

Year:
2005
Language:
english
File:
PDF, 169 KB
english, 2005
15

Specification via model selection in vector error correction models

Year:
1998
Language:
english
File:
PDF, 59 KB
english, 1998
17

Jointly testing linearity and nonstationarity within threshold autoregressions

Year:
2012
Language:
english
File:
PDF, 194 KB
english, 2012
18

A joint test for structural stability and a unit root in autoregressions

Year:
2014
Language:
english
File:
PDF, 351 KB
english, 2014
19

The allocation of public consumption expenditure in the UK

Year:
1998
Language:
english
File:
PDF, 158 KB
english, 1998
23

Model Selection Uncertainty and Detection of Threshold Effects

Year:
2006
Language:
english
File:
PDF, 478 KB
english, 2006
25

Least squares estimation and tests of breaks in mean and variance under misspecification

Year:
2004
Language:
english
File:
PDF, 1.78 MB
english, 2004
26

MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR SEASONAL AUTOREGRESSIONS

Year:
1998
Language:
english
File:
PDF, 107 KB
english, 1998
30

Comment on: Threshold Autoregressions with a Unit Root

Year:
2008
Language:
english
File:
PDF, 1.07 MB
english, 2008
31

Moment Generating Functions and Further Exact Results for Seasonal Autoregressions

Year:
1998
Language:
english
File:
PDF, 1.35 MB
english, 1998
33

Joint Dynamics of Legal and Economic Integration in the European Union

Year:
2003
Language:
english
File:
PDF, 176 KB
english, 2003