|
| Sep 30 2024 |
Håvard Hungnes , Terje Skjerpen , Jørn Ivar Hamre and Xiaoming Chen Jansen |
| |
Implications of not controlling for known events in seasonal adjustment |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2024 |
Devika Hazra |
| |
Unintended consequence of Proposition 47 on DUI – Evidence from Los Angeles |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2024 |
Ying Lun Cheung |
| |
Identification of matrix-valued factor models |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2024 |
Muhammad zaheer Khan , Rusmawati Said and Sadaf Amjad |
| |
Relationship between labor force participation and unemployment in Pakistan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Taofik M Ibrahim and Mohammed Shuaibu |
| |
Does debt servicing matter for capital formation in Nigeria? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2023 |
Jamie Emerson |
| |
Education, employment, and labor force participation in the United States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Padmaja M |
| |
Does outward foreign direct investment crowd out domestic investment in India? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
| |
Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Tucker S McElroy |
| |
Stationary parameterization of GARCH processes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Cesar Sobrino |
| |
The persistence of regional disparities in labor markets: Evidence from Puerto Rico |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
| |
Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 20 2022 |
Stephen Bazen and Jean-marie Cardebat |
| |
Why have Bordeaux wine prices become so difficult to forecast ? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 18 2021 |
Stéphane Mbiankeu Nguea |
| |
The Impact of Infrastructure development on Foreign Direct Investment in Cameroon |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 18 2021 |
Juan Gabriel Brida , Emiliano Alvarez and Erick Limas |
| |
Clustering of time series for the analysis of the COVID-19 pandemic evolution |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 12 2020 |
Sridevi Narayanan , Chee Keong Choong and Lin Sea Lau |
| |
An investigation on the role of good governance as a mediating factor in the FDI-Growth nexus: An ASEAN Perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 12 2020 |
Léleng Kebalo |
| |
Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2020 |
Ba Chu and Shafiullah Qureshi |
| |
Predicting the COVID-19 pandemic in Canada and the US |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Panayiotis Tzeremes |
| |
The impact of total factor productivity on energy consumption and CO2 emissions in G20 countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 07 2020 |
Hanako Ohmura |
| |
A New Measurement for Japanese Consumer Confidence Index |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 02 2020 |
Haryo Kuncoro |
| |
The role of exchange rate in remittance inflows:
Evidence from Indonesia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 07 2019 |
Xiaojie Xu |
| |
Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 23 2019 |
Sosso Feindouno |
| |
Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 31 2019 |
Thyago C. C. Nepomuceno and Ana Paula C. S. Costa |
| |
Resource allocation with Time Series DEA applied to Brazilian Federal Saving banks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 19 2019 |
Adian McFarlane and Anupam Das |
| |
Time series analysis of GDP, employment, and compensation in Canada controlling for nonlinear dynamics |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 17 2018 |
Sami Ben Jabeur and Asma Sghaier |
| |
The relationship between energy, pollution, economic growth and corruption: A Partial Least Squares Structural Equation Modeling (PLS-SEM) approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 05 2018 |
Tito Lívio , Naushad Mamode Khan , Marcelo Bourguignon and Hassan S. Bakouch |
| |
An INAR(1) model with Poisson-Lindley innovations |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 03 2018 |
Wei-fong Pan |
| |
Unemployment and confidence in Canada: Evidence from national and regional level data |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
| |
The relationship between Output Uncertainty and Economic Growth-Evidence from India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2017 |
Guy Martial Takam Fongang |
| |
Adoption and impact of improved maize varieties on maize yield in Cameroon: A macro-impact evaluation |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 27 2017 |
Daniel A. P. Uhr , Julia G. Z. Uhr and Regis A. Ely |
| |
A synthetic control approach on Chile's transition to democracy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 23 2017 |
Md.Thasinul Abedin |
| |
Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2017 |
Ralf Dewenter and Ulrich Heimeshoff |
| |
Predicting Advertising Volumes Using Structural Time
Series Models: A Case Study
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2017 |
Rajarshi Mitra |
| |
Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 22 2017 |
Wilfredo Leiva Maldonado and Jussara Ribeiro |
| |
Construction of a dividend index with all the distributed revenues |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2017 |
Younes Ben Zaied , Nidhaleddine Ben Cheikh and Pascal Nguyen |
| |
Modeling nonlinear water demand : The case of Tunisia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 20 2017 |
Margherita Gerolimetto and Stefano Magrini |
| |
On the power of the simulation-based ADF test in bounded time series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 29 2016 |
Vinod Mishra and Ankita Mishra |
| |
Is there a Modi effect in per Capita Income of Gujarat? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2016 |
Juan Gabriel Brida , Bibiana Lanzilotta and Fiorella Pizzolon |
| |
Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 17 2016 |
Yoshimasa Uematsu and Shinya Tanaka |
| |
Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 07 2015 |
Aviral Kumar Tiwari , Aruna Kumar Dash and Subhendu Dutta |
| |
Testing the mean reversion in prices of agricultural commodities in India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 24 2015 |
Luisa Bisaglia and Margherita Gerolimetto |
| |
Forecasting integer autoregressive processes of order 1: are simple AR competitive? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2015 |
Marie-Sophie Hervieux and Olivier Darné |
| |
Environmental Kuznets Curve and ecological footprint: A time series analysis. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Sidheswar Panda and Ranjan Kumar Mohanty |
| |
Effects of Exchange Rate Volatility on Exports: Evidence from India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Scott W Hegerty |
| |
Dollar depreciations and monthly local employment in three Midwestern states: Evidence from time-series and cointegration analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 12 2014 |
Suryadipta Roy |
| |
Interaction between corruption and the GATT-WTO trade effect: a panel data analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 25 2014 |
Jan-Moritz Hohn |
| |
If you call it a wave: system parameters of merger waves - a wave pattern analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 20 2014 |
Darius Kulikauskas |
| |
Nonlinear Taylor rule for the European Central Bank |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 10 2014 |
Namrata Gulati and Abhimanyu Dadu |
| |
Inequality, Neighbourhoods and Variation in Prices |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 08 2014 |
Olga Vasyechko and Michel Grun Rehomme |
| |
A new smoothing technique for univariate time series: the endpoint problem |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 03 2013 |
Alexander Ludwig |
| |
Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2013 |
Scott W Hegerty |
| |
Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 29 2013 |
Zuzana Janko and Janusz Kokoszewski |
| |
An Intervention Time Series Analysis: Specialization and Competitiveness in Sports” |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 25 2013 |
Cesar Sobrino and Ellis Heath |
| |
Currency Area and Non-synchronized Business Cycles between the US and Puerto Rico |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Mahmood-ur- Rahman and Sujan Kumar Ghosh |
| |
Productivity Bias Hypothesis: The Case of South Asia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 05 2013 |
Yoshito Funashima |
| |
Public investment, economic stabilization, and regionally discordant business cycles in Japan: Toward an effective fiscal stimulus |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 22 2012 |
Neeliah Harris and Deenapanray Prakash |
| |
The economic growth and electricity consumption nexus: Evidence from Mauritius |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
| |
Does noncausality help in forecasting economic time series? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 16 2012 |
Cosimo Magazzino |
| |
The Nexus between Disaggregated Public Spending and GDP in the Euro Area |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 14 2012 |
Susan Sunila Sharma and Paresh Kumar Narayan |
| |
Investment and oil price volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 25 2012 |
Go Tamakoshi and Shigeyuki Hamori |
| |
Informational roles of commodity prices for monetary policy: evidence from the Euro area |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2012 |
Kentaka Aruga and Shunsuke Managi |
| |
Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2012 |
Mark J. Holmes and Xin Shen |
| |
An Alternative Nonlinear Perspective on the Consumption, Income and Wealth Relationship |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
| |
The fractional integrated bi- parameter smooth transition autoregressive model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Julien Chevallier |
| |
EUAs and CERs: Interactions in a Markov regime-switching environment |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
| |
Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 12 2011 |
Vatthanamixay Chansomphou and Masaru Ichihashi |
| |
The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 07 2011 |
Thomai Filippeli |
| |
Inflation differentials in EMU: what can we learn from the time series evidence? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 28 2011 |
Loredana Ureche-Rangau and Franck Speeg |
| |
A simple method for variance shift detection at unknown time points |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 14 2011 |
Fengbao Yin and Shigeyuki Hamori |
| |
The Sustainability of Trade Balances in China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 12 2011 |
Fumitaka Furuoka |
| |
Is GDP in ASEAN countries stationary? New evidence from panel unit root tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
| |
Do on/off time series models reproduce emerging stock market comovements? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 22 2011 |
Mili Roy and Md. Israt Rayhan |
| |
Trade Flows of Bangladesh: A Gravity Model Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 15 2011 |
Terence Tai-Leung Chong , Ning Zhang and Qu Feng |
| |
Structural Changes and Regional Disparity in China's Inflation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 28 2011 |
Aviral Kumar Tiwari and Mamoni Kalita |
| |
Governance and Foreign Aid in ASIAN Countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 10 2011 |
Julien Chevallier |
| |
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
| |
Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 05 2011 |
Mori Kogid , Kasim Mansur , Dullah Mulok and Julian P. Sidin |
| |
Relationship between financing facilities and small and medium industries: empirical evidence from ARDL bound testing approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 28 2010 |
Zahid Asghar and Nighat Jahandad |
| |
Causal order between money, income and price through graph theoretic approach for Pakistan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 08 2010 |
Pisey Khin and Ryuta Ray Kato |
| |
The Impact of the Global Economic Crisis on Cambodia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 26 2010 |
Scott W Hegerty |
| |
Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2010 |
Henri Nyberg |
| |
Testing an autoregressive structure in binary time series models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 22 2010 |
Essahbi Essaadi and Mohamed Boutahar |
| |
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 03 2010 |
Takamitsu Kurita |
| |
Investigating time series properties of a dynamic system for Japan's
import demand |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2009 |
Giorgio Fagiolo , Mauro Napoletano , Marco Piazza and Andrea Roventini |
| |
Detrending and the Distributional Properties of U.S. Output Time Series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 11 2009 |
Iuliana Matei |
| |
Testing for price convergence: how close are EU New Member's States to
euro zone? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 11 2009 |
Orlando Gomes |
| |
The timing of information updates: a stability result |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 02 2009 |
Vasudeva N. R. Murthy and Emmanuel Anoruo |
| |
Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 24 2009 |
Juan Gabriel Brida and W. Adrian Risso |
| |
Dynamic and Structure of the Italian stock market based on returns and volume trading |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 17 2009 |
Shigeyuki Hamori and Yoichi Matsubayashi |
| |
Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2009 |
Abhijit Sharma , Kelvin G Balcombe and Iain M Fraser |
| |
Non-renewable resource prices: Structural breaks and long term trends |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
| |
Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 19 2008 |
Olivier Darné and Amélie Charles |
| |
The impact of outliers on transitory and permanent components in macroeconomic time series |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 16 2008 |
Bríd Gleeson Hanna and Alethia Jimenez Garcia |
| |
Air pollution and unleaded gasoline in Mexico City |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 20 2007 |
Md Abdul Wadud , Qamarullah Bin Tariq Islam and Tariq Saiful Islam |
| |
Relationship between education and GDP growth: a mutivariate causality analysis for Bangladesh |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 27 2007 |
Le Wang and Joao Ricardo Faria |
| |
Employment and Fertility Choice: A Differential Game Approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 20 2007 |
Ranasinghe Malmini |
| |
Scale invariance in financial time series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 11 2007 |
Marcelo Mello and Roberto Guimaraes-Filho |
| |
A note on fractional stochastic convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 08 2007 |
Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari |
| |
Foreign Aid, FDI and Economic Growth in East European Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 24 2007 |
Amit Sen |
| |
On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 10 2007 |
Jamel JOUINI and Mohamed BOUTAHAR |
| |
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 28 2006 |
Mohsen Bahmani-Oskooee and Abera Gelan |
| |
Testing the PPP in the non-linear STAR Framework: Evidence from Africa |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 06 2006 |
Haibin Wu |
| |
Wavelet Estimation of Time Series Regression with Long Memory Processes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 06 2006 |
Jonas Andersson |
| |
Searching for the DGP when forecasting - Is it always meaningful for small samples? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 30 2006 |
Brian Francis and Sunday Iyare |
| |
Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 29 2006 |
Ugur Soytas |
| |
Long run relationship between entry and exit: time series evidence from Turkish manufacturing industry |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 25 2006 |
Diego Nocetti and William T. Smith |
| |
Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 21 2006 |
Ramesh Mohan |
| |
CAUSAL RELATIONSHIP BETWEEN SAVINGS AND ECONOMIC GROWTH IN COUNTRIES WITH DIFFERENT INCOME LEVELS. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 02 2006 |
Brian Francis and Sunday Iyare |
| |
Education and development in the caribbean: a cointegration and causality approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 10 2006 |
Jamie Emerson |
| |
The Quantity Theory of Money: Evidence from the United States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 29 2005 |
John Schroeter and Aju Fenn |
| |
Structural change in cigarette demand: cusum tests using panel data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 01 2005 |
Théophile Azomahou and Dong Li |
| |
A consistent nonparametric estimation of spatial autocovariances |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 04 2005 |
Boriss Siliverstovs |
| |
The Bi-parameter Smooth Transition Autoregressive model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 12 2004 |
Jahyeong Koo and Paul A. Johnson |
| |
Feedback between US and UK Prices: a Frequency Domain Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 22 2004 |
Ted Juhl |
| |
A nonparametric adjustment for tests of changing mean |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2004 |
Venus Khim-Sen Liew |
| |
Which Lag Length Selection Criteria Should We Employ? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2004 |
Steven Cook |
| |
Detecting changes in persistence in linear time series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 16 2004 |
Steven Cook |
| |
On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 02 2004 |
Shunsuke Managi |
| |
Unit root cycles in the US unemployment rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 06 2004 |
Pablo Branas-Garza |
| |
Church attendance in Spain (1930-1992): Gender differences and secularization |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 12 2003 |
AHAMADA IBRAHIM |
| |
Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 28 2003 |
Olivier Darné |
| |
Maximum likelihood seasonal cointegration tests for daily data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 22 2003 |
Jesus Crespo Cuaresma |
| |
Asymmetric cycles in unobserved components models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2002 |
Stanislav Anatolyev and Andrey Vasnev |
| |
Markov chain approximation in bootstrapping autoregressions |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2002 |
Yi-Ting Chen |
| |
On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 19 2002 |
Konstantin Kholodilin |
| |
Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 26 2001 |
Claudio Lupi and Patrizia Ordine |
| |
Testing for asymmetry in economic time series using bootstrap methods |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 17 2001 |
Konstantin Kholodilin |
| |
Latent Leading and Coincident Factors Model with Markov-Switching Dynamics |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
