Campagne de collecte 15 septembre 2024 – 1 octobre 2024 C'est quoi, la collecte de fonds?

Volume 169; Issue 2

Journal of Econometrics

Volume 169; Issue 2
2

Robustifying multivariate trend tests to nonstationary volatility

Ke-Li Xu
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 344 KB
english, 2012
5

Spurious regressions in technical trading

Mototsugu Shintani, Tomoyoshi Yabu, Daisuke Nagakura
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 298 KB
english, 2012
6

Mean and autocovariance function estimation near the boundary of stationarity

Liudas Giraitis, Peter C.B. Phillips
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 692 KB
english, 2012
7

Model selection criteria for the leads-and-lags cointegrating regression

In Choi, Eiji Kurozumi
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 321 KB
english, 2012
8

Cointegrating rank selection in models with time-varying variance

Xu Cheng, Peter C.B. Phillips
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 392 KB
english, 2012
9

Persistence-robust surplus-lag Granger causality testing

Dietmar Bauer, Alex Maynard
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 271 KB
english, 2012
10

Mildly explosive autoregression under weak and strong dependence

Tassos Magdalinos
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 298 KB
english, 2012
11

Optimal estimation under nonstandard conditions

Werner Ploberger, Peter C.B. Phillips
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 266 KB
english, 2012
12

Model selection when there are multiple breaks

Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 505 KB
english, 2012
13

Robust inference in nonstationary time series models

Zhijie Xiao
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 321 KB
english, 2012
14

Exact local Whittle estimation of fractionally cointegrated systems

Katsumi Shimotsu
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 340 KB
english, 2012
15

Model selection in the presence of nonstationarity

Jae-Young Kim
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 304 KB
english, 2012
16

Stationarity-based specification tests for diffusions when the process is nonstationary

Yacine Aït-Sahalia, Joon Y. Park
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 310 KB
english, 2012
17

Useful conclusions from surprising results

Clive W.J. Granger
Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 195 KB
english, 2012
18

Editorial Board

Journal:
Journal of Econometrics
Année:
2012
Langue:
english
Fichier:
PDF, 99 KB
english, 2012