-
2
-
-
0001995592
-
'A three-step method for choosing the number of bootstrap repetitions'
-
Andrews, D. W. K. Buchinsky, M. (2000). 'A three-step method for choosing the number of bootstrap repetitions', Econometrica, Vol. 68, pp. 23 51.
-
(2000)
Econometrica
, vol.68
, pp. 23-51
-
-
Andrews, D.W.K.1
Buchinsky, M.2
-
3
-
-
0142072581
-
'Reflections on the optimal currency area (OCA) criteria in the light of EMU'
-
Artis, M. (2003). 'Reflections on the optimal currency area (OCA) criteria in the light of EMU', International Journal of Finance and Economics, Vol. 8, pp. 297 307.
-
(2003)
International Journal of Finance and Economics
, vol.8
, pp. 297-307
-
-
Artis, M.1
-
4
-
-
1642561822
-
'The European business cycle'
-
Artis, M., Krolzig, H. M. Toro, J. (2004). 'The European business cycle', Oxford Economic Papers, Vol. 56, pp. 1 44.
-
(2004)
Oxford Economic Papers
, vol.56
, pp. 1-44
-
-
Artis, M.1
Krolzig, H.M.2
Toro, J.3
-
5
-
-
33847718100
-
'Is there a common business cycle? New insight from a frequency domain analysis'
-
Breitung, J. Candelon, B. (2001). 'Is there a common business cycle? New insight from a frequency domain analysis', DIW Vierteljahrsheft, Vol. 3, pp. 331 338.
-
(2001)
DIW Vierteljahrsheft
, vol.3
, pp. 331-338
-
-
Breitung, J.1
Candelon, B.2
-
7
-
-
43049164024
-
'On measuring synchronization of bulls and bears: The case of East Asia'
-
Candelon, B., Piplack, J. Straetmans, S. (2008). 'On measuring synchronization of bulls and bears: the case of East Asia', Journal of Banking and Finance, Vol. 32, pp. 1022 1035.
-
(2008)
Journal of Banking and Finance
, vol.32
, pp. 1022-1035
-
-
Candelon, B.1
Piplack, J.2
Straetmans, S.3
-
8
-
-
34247109972
-
'Similarities and convergence in G-7 cycles'
-
Canova, F., Ciccarelli, M. Ortega, E. (2007). 'Similarities and convergence in G-7 cycles', Journal of Monetary Economics, Vol. 54, pp. 850 878.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 850-878
-
-
Canova, F.1
Ciccarelli, M.2
Ortega, E.3
-
10
-
-
0035627837
-
'A measure of comovement for economic variables: Theory and empirics'
-
Croux, C., Forni, M. Reichlin, L. (2001). 'A measure of comovement for economic variables: theory and empirics', Review of Economics and Statistics, Vol. 83, pp. 232 241.
-
(2001)
Review of Economics and Statistics
, vol.83
, pp. 232-241
-
-
Croux, C.1
Forni, M.2
Reichlin, L.3
-
13
-
-
0001976863
-
'Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters'
-
Gourieroux, C., Holly, A. Monfort, A. (1982). 'Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters', Econometrica, Vol. 50, pp. 63 80.
-
(1982)
Econometrica
, vol.50
, pp. 63-80
-
-
Gourieroux, C.1
Holly, A.2
Monfort, A.3
-
15
-
-
0033439568
-
'Structural stability testing in models estimated by generalized method of moments'
-
Hall, A. R. Sen, A. (1999). 'Structural stability testing in models estimated by generalized method of moments', Journal of Business and Economic Statistics, Vol. 17, pp. 335 348.
-
(1999)
Journal of Business and Economic Statistics
, vol.17
, pp. 335-348
-
-
Hall, A.R.1
Sen, A.2
-
16
-
-
0001342006
-
'A new approach to the economic analysis of nonstationary time series and the business cycle'
-
Hamilton, J. D. (1989). 'A new approach to the economic analysis of nonstationary time series and the business cycle', Econometrica, Vol. 57, pp. 357 384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
17
-
-
0036208897
-
'Dissecting the cycle: A methodological investigation'
-
Harding, D. Pagan, A. R. (2002). 'Dissecting the cycle: a methodological investigation', Journal of Monetary Economics, Vol. 49, pp. 365 381.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 365-381
-
-
Harding, D.1
Pagan, A.R.2
-
19
-
-
70350120268
-
The bootstrap in econometrics
-
Heckman, J. J. Leamer, E. E. eds. Elsevier Science B.V. pp.
-
Horowitz, J. (2001 The bootstrap in econometrics in Heckman J. J. Leamer E. E. (eds Handbook of Econometrics, Elsevier Science B.V., pp. 3159 3228.
-
(2001)
Handbook of Econometrics
, pp. 3159-3228
-
-
Horowitz, J.1
-
21
-
-
0010666697
-
'GMM inference when the number of moment conditions is large'
-
Koenker, R. Machado, J. A. F. (1999). 'GMM inference when the number of moment conditions is large', Journal of Econometrics, Vol. 93, pp. 327 344.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 327-344
-
-
Koenker, R.1
MacHado, J.A.F.2
-
23
-
-
0000706085
-
'A simple, positive semi-definite heteroscedasticity and autocorrelation consistent covariance matrix'
-
Newey, W. K. West, K. D. (1987). 'A simple, positive semi-definite heteroscedasticity and autocorrelation consistent covariance matrix', Econometrica, Vol. 55, pp. 703 708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
24
-
-
0028595842
-
'Business cycle durations and postwar stabilization of the US economy'
-
Watson, M. W. (1994). 'Business cycle durations and postwar stabilization of the US economy', American Economic Review, Vol. 84, pp. 24 46.
-
(1994)
American Economic Review
, vol.84
, pp. 24-46
-
-
Watson, M.W.1
|