The 51 records in series RePEc:eee:econom.

  1. Levin, Lin, James Chu () “Unit root tests in panel data: asymptotic and finite-sample properties” / RePEc:eee:econom:v:108:y:2002:i:1:p:1-24
  2. Chib, Nardari, Shephard () “Markov chain Monte Carlo methods for stochastic volatility models” / RePEc:eee:econom:v:108:y:2002:i:2:p:281-316
  3. Bollerslev, Zhou () “Estimating stochastic volatility diffusion using conditional moments of integrated volatility” / RePEc:eee:econom:v:109:y:2002:i:1:p:33-65
  4. Im, Pesaran, Shin () “Testing for unit roots in heterogeneous panels” / RePEc:eee:econom:v:115:y:2003:i:1:p:53-74
  5. Windmeijer () “A finite sample correction for the variance of linear efficient two-step GMM estimators” / RePEc:eee:econom:v:126:y:2005:i:1:p:25-51
  6. Kleibergen, Paap () “Generalized reduced rank tests using the singular value decomposition” / RePEc:eee:econom:v:133:y:2006:i:1:p:97-126
  7. Phillips () “Unit root log periodogram regression” / RePEc:eee:econom:v:138:y:2007:i:1:p:104-124
  8. Granger () “Long memory relationships and the aggregation of dynamic models” / RePEc:eee:econom:v:14:y:1980:i:2:p:227-238
  9. Hulten, Wykoff () “The estimation of economic depreciation using vintage asset prices : An application of the Box-Cox power transformation” / RePEc:eee:econom:v:15:y:1981:i:3:p:367-396
  10. Garcia, Lewis, Pastorello, Renault () “Estimation of objective and risk-neutral distributions based on moments of integrated volatility” / RePEc:eee:econom:v:160:y:2011:i:1:p:22-32
  11. Chan () “Moving average stochastic volatility models with application to inflation forecast” / RePEc:eee:econom:v:176:y:2013:i:2:p:162-172
  12. Koenker () “A note on studentizing a test for heteroscedasticity” / RePEc:eee:econom:v:17:y:1981:i:1:p:107-112
  13. Chamberlain () “Multivariate regression models for panel data” / RePEc:eee:econom:v:18:y:1982:i:1:p:5-46
  14. Berndt, Christensen () “The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68” / RePEc:eee:econom:v:1:y:1973:i:1:p:81-113
  15. Geweke, Meese, Dent () “Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence” / RePEc:eee:econom:v:21:y:1983:i:2:p:161-194
  16. Cumby, Huizinga, Obstfeld () “Two-step two-stage least squares estimation in models with rational expectations” / RePEc:eee:econom:v:21:y:1983:i:3:p:333-355
  17. K. Newey () “Generalized method of moments specification testing” / RePEc:eee:econom:v:29:y:1985:i:3:p:229-256
  18. Tauchen () “Diagnostic testing and evaluation of maximum likelihood models” / RePEc:eee:econom:v:30:y:1985:i:1-2:p:415-443
  19. Bollerslev () “Generalized autoregressive conditional heteroskedasticity” / RePEc:eee:econom:v:31:y:1986:i:3:p:307-327
  20. Moulton () “Random group effects and the precision of regression estimates” / RePEc:eee:econom:v:32:y:1986:i:3:p:385-397
  21. Newey () “Efficient estimation of limited dependent variable models with endogenous explanatory variables” / RePEc:eee:econom:v:36:y:1987:i:3:p:231-250
  22. Cleveland, Devlin, Grosse () “Regression by local fitting : Methods, properties, and computational algorithms” / RePEc:eee:econom:v:37:y:1988:i:1:p:87-114
  23. Hylleberg, Engle, Granger, Yoo () “Seasonal integration and cointegration” / RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238
  24. Engle, Ng, Rothschild () “Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills” / RePEc:eee:econom:v:45:y:1990:i:1-2:p:213-237
  25. Gallant, Souza () “On the asymptotic normality of Fourier flexible form estimates” / RePEc:eee:econom:v:50:y:1991:i:3:p:329-353
  26. Blundell, Bond, Devereux, Schiantarelli () “Investment and Tobin's Q: Evidence from company panel data” / RePEc:eee:econom:v:51:y:1992:i:1-2:p:233-257
  27. Gourieroux, Monfort () “Qualitative threshold ARCH models” / RePEc:eee:econom:v:52:y:1992:i:1-2:p:159-199
  28. Bollerslev, Chou, Kroner () “ARCH modeling in finance : A review of the theory and empirical evidence” / RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59
  29. Johansen () “Cointegration in partial systems and the efficiency of single-equation analysis” / RePEc:eee:econom:v:52:y:1992:i:3:p:389-402
  30. Sowell () “Maximum likelihood estimation of stationary univariate fractionally integrated time series models” / RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188
  31. Kwiatkowski, Phillips, Schmidt, Shin () “Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?” / RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178
  32. Joseph Beaulieu, Miron () “Seasonal unit roots in aggregate U.S. data” / RePEc:eee:econom:v:55:y:1993:i:1-2:p:305-328
  33. Cheung, Diebold () “On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean” / RePEc:eee:econom:v:62:y:1994:i:2:p:301-316
  34. Hausman, Newey, Powell () “Nonlinear errors in variables Estimation of some Engel curves” / RePEc:eee:econom:v:65:y:1995:i:1:p:205-233
  35. Arellano, Bover () “Another look at the instrumental variable estimation of error-components models” / RePEc:eee:econom:v:68:y:1995:i:1:p:29-51
  36. Oliner, Rudebusch, Sichel () “The Lucas critique revisited assessing the stability of empirical Euler equations for investment” / RePEc:eee:econom:v:70:y:1996:i:1:p:291-316
  37. Lee, Schmidt () “On the power of the KPSS test of stationarity against fractionally-integrated alternatives” / RePEc:eee:econom:v:73:y:1996:i:1:p:285-302
  38. Baillie () “Long memory processes and fractional integration in econometrics” / RePEc:eee:econom:v:73:y:1996:i:1:p:5-59
  39. Granger, Ding () “Varieties of long memory models” / RePEc:eee:econom:v:73:y:1996:i:1:p:61-77
  40. Koop, Pesaran, Potter () “Impulse response analysis in nonlinear multivariate models” / RePEc:eee:econom:v:74:y:1996:i:1:p:119-147
  41. Pfann, Schotman, Tschernig () “Nonlinear interest rate dynamics and implications for the term structure” / RePEc:eee:econom:v:74:y:1996:i:1:p:149-176
  42. Perron () “Further evidence on breaking trend functions in macroeconomic variables” / RePEc:eee:econom:v:80:y:1997:i:2:p:355-385
  43. Phillips () “Impulse response and forecast error variance asymptotics in nonstationary VARs” / RePEc:eee:econom:v:83:y:1998:i:1-2:p:21-56
  44. Breidt, Crato, de Lima () “The detection and estimation of long memory in stochastic volatility” / RePEc:eee:econom:v:83:y:1998:i:1-2:p:325-348
  45. Cooley, Dwyer () “Business cycle analysis without much theory A look at structural VARs” / RePEc:eee:econom:v:83:y:1998:i:1-2:p:57-88
  46. Gonzalo, Lee () “Pitfalls in testing for long run relationships” / RePEc:eee:econom:v:86:y:1998:i:1:p:129-154
  47. Blundell, Bond () “Initial conditions and moment restrictions in dynamic panel data models” / RePEc:eee:econom:v:87:y:1998:i:1:p:115-143
  48. Godfrey () “Testing for multiplicative heteroskedasticity” / RePEc:eee:econom:v:8:y:1978:i:2:p:227-236
  49. Breusch, Qian, Schmidt, Wyhowski () “Redundancy of moment conditions” / RePEc:eee:econom:v:91:y:1999:i:1:p:89-111
  50. Hansen () “Threshold effects in non-dynamic panels: Estimation, testing, and inference” / RePEc:eee:econom:v:93:y:1999:i:2:p:345-368
  51. Tsay, Chung () “The spurious regression of fractionally integrated processes” / RePEc:eee:econom:v:96:y:2000:i:1:p:155-182