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BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
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- Journal:
- Econometric Theory / Volume 39 / Issue 4 / August 2023
- Published online by Cambridge University Press:
- 12 April 2022, pp. 659-692
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COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 649-653
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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- Journal:
- Econometric Theory / Volume 24 / Issue 1 / February 2008
- Published online by Cambridge University Press:
- 06 September 2007, pp. 88-108
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A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
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- Journal:
- Econometric Theory / Volume 22 / Issue 6 / December 2006
- Published online by Cambridge University Press:
- 03 November 2006, pp. 1091-1111
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4 - Structural Vector Autoregressive Modeling and Impulse Responses
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- Book:
- Applied Time Series Econometrics
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- 23 November 2009
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- 02 August 2004, pp 159-196
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ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
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- Journal:
- Econometric Theory / Volume 18 / Issue 6 / December 2002
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1336-1349
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10 - Simulation Based Method of Moments
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- Book:
- Generalized Method of Moments Estimation
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- 04 February 2010
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- 13 April 1999, pp 275-300
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9 - Alternative GMM Methods for Nonlinear Panel Data Models
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- Book:
- Generalized Method of Moments Estimation
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- 04 February 2010
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- 13 April 1999, pp 248-274
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ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
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- Journal:
- Econometric Theory / Volume 14 / Issue 2 / April 1998
- Published online by Cambridge University Press:
- 01 April 1998, pp. 200-221
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