Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form
Hypothesis Testing For Arbitrary Bounds Author(s) Jeffrey Penney Read more about Hypothesis Testing For Arbitrary Bounds
Bootstrap Tests For Overidentification In Linear Regression Models Author(s) James G. MacKinnon Russell Davidson Read more about Bootstrap Tests For Overidentification In Linear Regression Models
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets
How Targeted Is Targeted Tax Relief? Evidence From The Unemployment Insurance Youth Hires Program Author(s) Arthur Sweetman Matthew D. Webb Casey Warman Read more about How Targeted Is Targeted Tax Relief? Evidence From The Unemployment Insurance Youth Hires Program
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model Author(s) H. Peter Boswijk Michael Jansson Morten Ø. Nielsen Read more about Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
Thirty Years Of Heteroskedasticity-robust Inference Author(s) James G. MacKinnon Read more about Thirty Years Of Heteroskedasticity-robust Inference
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests Author(s) James G. MacKinnon Morten Ø. Nielsen Read more about Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
Critical Values For Cointegration Tests Author(s) James G. MacKinnon Read more about Critical Values For Cointegration Tests
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots Author(s) Michael Jansson Morten Ø. Nielsen Read more about Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots
