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Small sample properties of forecasts from autoregressive models under structural breaks. (2005). Timmermann, Allan ; Pesaran, Mohammad.
In: Journal of Econometrics.
RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217.

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  77. Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter?. (2021). Wong, Wing-Keung ; Rjoub, Husam ; Odugbesan, Jamiu ; Awosusi, Abraham ; Adebayo, Tomiwa ; Akinsola, Gbenga Daniel.
    In: Sustainability.
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  78. Time-Varying Convergences of Environmental Footprint Levels between European Countries. (2021). Erdoan, Seyfettin ; Yildirim, Seda ; Castanho, Rui Alexandre ; Demirta, Iil ; Couto, Gualter.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:7:p:1813-:d:523501.

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  79. Is transportation improving urbanization in China?. (2021). Liu, Tie-Ying ; Su, Chi-Wei.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:77:y:2021:i:c:s0038012121000264.

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  80. How does trade policy uncertainty affect agriculture commodity prices?. (2021). Mirza, Nawazish ; Sun, Ting-Ting ; Umar, Muhammad.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000214.

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  81. BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Qin, Meng ; Su, Chi-Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

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  82. Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak.
    In: Growth and Change.
    RePEc:bla:growch:v:52:y:2021:i:1:p:460-491.

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  83. Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All.. (2020). Canepa, Alessandra ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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  84. Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2020). Zhao, Yongchen.
    In: Working Papers.
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  85. Dynamic Causalities between Defense Expenditure and Economic Growth in China: Evidence from Rolling Granger Causality Test. (2020). Liu, Zhixin ; Xu, Yingying ; Lobont, Oana-Ramona ; Chang, Hsuling ; Su, Chi Wei.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:31:y:2020:i:5:p:565-582.

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  86. Knowledge recombination along the technology life cycle. (2020). Kalthaus, Martin.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:30:y:2020:i:3:d:10.1007_s00191-020-00661-z.

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  87. The relationship between economic growth and carbon emissions in G-7 countries: evidence from time-varying parameters with a long history. (2020). Sinha, Avik ; Shahbaz, Muhammad ; Destek, Mehmet ; Avik, Sinha ; Muhammad, Shahbaz ; Ilyas, Okumus ; Shawkat, Hammoudeh ; Akif, Destek Mehmet.
    In: MPRA Paper.
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  88. Does the Environmental Kuznets Curve for CO 2 Emissions Exist for Rwanda? Evidence from Bootstrapped Rolling-Window Granger Causality Test. (2020). Liu, Wei ; Bizumuremyi, Sylvestre ; Nutakor, Felix.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8636-:d:430922.

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  89. New Evidence for Romania Regarding Dynamic Causality between Military Expenditure and Sustainable Economic Growth. (2020). Li, Zheng-Zheng ; Tao, Ran ; Lobon, Oanaramona ; Glon, Oana Ramona ; Guzun, Adina Alexandra.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:5053-:d:374356.

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  90. Housing and Stock Market Nexus in the US. (2020). Wang, Mei-Chih ; Kung, Hsien-Hung ; Lin, Feng-Li.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiii:y:2020:i:3:p:114-130.

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  91. Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Shao, Xue-Feng ; Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088.

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  92. Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040.

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  93. Resources or development first: An interesting question for a developing country. (2020). Cai, Xu-Yu ; Wang, LU ; Sowah, James Karmoh ; Chang, Hsu-Ling ; Sari, Arif.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302324.

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  94. Is factionalism a push for gold price?. (2020). Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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  95. Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Ballinari, Daniele ; Behrendt, Simon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

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  96. Does oil price really matter for the wage arrears in Russia?. (2020). Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314572.

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  97. Does modeling a structural break improve forecast accuracy?. (2020). Boot, Tom ; Pick, Andreas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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  98. Ongoing Debate Between Foreign Aid and Economic Growth in Nigeria: A Wavelet Analysis. (2020). Adebayo, Tomiwa ; Kalmaz, Demet Beton.
    In: Social Science Quarterly.
    RePEc:bla:socsci:v:101:y:2020:i:5:p:2032-2051.

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  99. Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp20143.

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  100. Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients.. (2019). Canepa, Alessandra ; Karanasos, Menelaos G ; Paraskevopoulos, Alexandros G.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201911.

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  101. Does the Mundell-Fleming model fit in China?. (2019). Tao, Ran ; Wang, Kai-Hua ; Su, Chi-Wei.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:11-28.

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  102. Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries. (2019). Shahzad, Syed Jawad Hussain ; Khraief, Naceur ; Haouas, Ilham ; Cooray, Arusha ; Hussain, Syed Jawad.
    In: Working Papers.
    RePEc:erg:wpaper:1294.

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  103. Does money supply drive housing prices in China?. (2019). Wang, Xiao-Qing ; Tao, Ran ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:85-94.

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  104. Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Wang, Xiao-Qing ; Tao, Ran ; Oana-Ramona, Lobon ; Su, Chi Wei.
    In: Energy.
    RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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  105. Geopolitical risk and oil volatility: A new insight. (2019). Zhang, Yaojie ; Tang, Yingkai ; Liu, Jing ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

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  106. Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019.

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  107. Forecasting retailer product sales in the presence of structural change. (2019). Huang, Tao ; Fildes, Robert ; Soopramanien, Didier.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.

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  108. Gold and inflation: Expected inflation effect or carrying cost effect?. (2019). Liu, Zhixin ; Xu, Yingying ; Ortiz, Jaime ; Su, Chi Wei.
    In: International Finance.
    RePEc:bla:intfin:v:22:y:2019:i:3:p:380-398.

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  109. Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Li, Yi-Na ; Bai, LU.
    In: Review of Economics & Finance.
    RePEc:bap:journl:190303.

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  110. Date-stamping US housing market explosivity. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Katzke, Nico.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201818.

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  111. Guns for Butter? Empirical Evidence from China. (2018). Xu, Yingying ; Chang, Hsuling ; Su, Chi Wei ; Dumitrescu, Adelina.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:29:y:2018:i:7:p:809-820.

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  112. The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Liu, Xiaoxing ; Yao, Dengbao.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

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  113. Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Haouas, Ilham ; Ferrer, Roman.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:24:p:2677-2697.

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  114. Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches. (2018). Bekiros, Stelios ; Avdoulas, Christos.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9695-3.

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  115. The Relationship between RMB Exchange Rate and Chinese Trade Balance: Evidence from a Bootstrap Rolling Window Approach. (2018). Masih, Junaid ; Pervaiz, Javed ; Liu, Dongsheng.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:10:y:2018:i:2:p:35-47.

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  116. Moneys causal role in exchange rate: Do divisia monetary aggregates explain more?. (2018). Ghosh, Taniya ; Bhadury, Soumya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:402-417.

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  117. Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Zhang, Yaojie ; Yang, KE ; Liu, Jing ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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  118. Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Chen, Pei-Fen ; Zeng, Jhih-Hong.
    In: China Economic Review.
    RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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  119. Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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  120. How Often Does the Exchange Rate Granger Cause the Stock Market in Pakistan? A Bootstrap Rolling Window Approach. (2018). Khan, Khalid ; Su, Chi-Wei ; Rehman, Ashfaq U ; Khurshid, Adnan.
    In: Asian Journal of Applied Economics.
    RePEc:ags:thkase:338440.

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  121. Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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  122. Date-stamping US housing market explosivity. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Katzke, Nico.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201744.

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  123. TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Gocer, Ismet ; Ongan, Serdar.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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  124. A near optimal test for structural breaks when forecasting under square error loss. (2017). Boot, Tom ; Pick, Andreas.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170039.

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  125. Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach. (2017). Chang, Tsangyao ; Tsai, Su-Ling ; Haga, Kai-Yin Allison.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:58:p:5841-5848.

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  126. Does self-fulfilment of the inflation expectation exist?. (2017). Liu, Zhi-Xin ; Xu, Yingying ; Chang, Hsu-Ling ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:11:p:1098-1113.

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  127. Investment coordinates in the context of housing and stock markets nexus. (2017). Lobon, Oana-Ramona ; Li, Jing-Ping ; Fan, Jiao-Jiao ; Su, Chi-Wei.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:24:y:2017:i:20:p:1455-1463.

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  128. Is time-variant information stickiness state-dependent?. (2017). Jia, Zichao ; Liu, Zhixin ; Xu, Yingying ; Su, Chi-Wei.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0129-x.

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  129. PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST. (2017). Wang, Kai-Hua ; Ma, JI ; Chang, Hsu-Ling ; Iovu, Cristina ; Su, Chi-Wei.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:4:p:166-181.

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  130. The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan. (2017). Calin, Adrian Cantemir ; Kedong, Yin ; Khan, Khalid ; Khurshid, Adnan.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:20:y:2017:i:63:p:29-52.

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  131. Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Haouas, Ilham ; Hussain, Syed Jawad ; Ferrer, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:82713.

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  132. Sectoral carbon emissions and economic growth in the US: Further evidence from rolling window estimation method. (2017). Destek, Mehmet ; Aslan, Alper ; Okumus, Lyas.
    In: MPRA Paper.
    RePEc:pra:mprapa:106961.

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  133. International stock return predictability: Is the role of U.S. time-varying?. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9313-3.

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  134. Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2017-010.

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  135. A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01317974.

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  136. Moneys Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?. (2017). Ghosh, Taniya ; Bhadury, Soumya.
    In: Working Papers.
    RePEc:ess:wpaper:id:12107.

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  137. Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Siriopoulos, Costas ; Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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  138. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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  139. Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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  140. Time-varying causality between stock and housing markets in China. (2017). Zhang, XU ; Liu, Xiaoxing ; Shi, Guangping.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

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  141. Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania. (2017). , Nicoleta ; Khan, Khalid ; Xiong, De-Ping ; Su, Chi-Wei.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2017:i:2:p:103-123.

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  142. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2017). Hännikäinen, Jari ; Jari, Hannikainen .
    In: Journal of Econometric Methods.
    RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:9.

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  143. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
    In: Working Papers.
    RePEc:tam:wpaper:1692.

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  144. Causality between Oil Price and South Africas Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time varying. (2016). Aye, Goodness C.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0778.

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  145. Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window. (2016). Zhao, Yanping ; Li, Xin ; Lobon, Oana-Ramona ; Su, David .
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:34:y:2016:i:1:p:43-61.

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  146. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd.
    In: MPRA Paper.
    RePEc:pra:mprapa:74705.

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  147. Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:16036r.

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  148. Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:16036.

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  149. Knowledge recombination along the technology life cycle. (2016). Kalthaus, Martin.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2016-012.

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  150. The nexus between insurance activity and economic growth: A bootstrap rolling window approach. (2016). Lee, Chien-Chiang ; Liu, Guan-Chun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:299-319.

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  151. Can currency-based risk factors help forecast exchange rates?. (2016). Valente, Giorgio ; Liu, Xiaoquan ; Ahmed, Shamim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:75-97.

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  152. Multistep forecasting in the presence of location shifts. (2016). Chevillon, Guillaume.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:121-137.

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  153. Is there Causal Relationship between Money Supply Growth and Inflation in China? Evidence from Quantity Theory of Money. (2016). Li, Xiao-Lin ; Fan, Jiao-Jiao ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:20:y:2016:i:3:p:702-719.

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  154. Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline .
    In: Working Papers Series.
    RePEc:bcb:wpaper:446.

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  155. .

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  156. Realized Volatility Forecast of Stock Index Under Structural Breaks. (2015). Tian, Fengping ; Chen, Langnan ; Yang, KE.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:34:y:2015:i:1:p:57-82.

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  157. Identifying Periods of US Housing Market Explosivity. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers240.

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  158. Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:66759.

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  159. International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Working Papers.
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    RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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  4. Bias-corrected estimation in mildly explosive autoregressions. (2015). Kruse, Yves Robinson ; Kaufmann, Hendrik.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112897.

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  5. Moment Approximation for Unit Root Models with Nonnormal Errors. (2014). Ullah, Aman ; Bao, Yong ; Zhang, RU.
    In: Working Papers.
    RePEc:ucr:wpaper:201401.

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  6. Prices, prices and prices: A study in the airline sector. (2014). Narangajavana, Yeamduan ; Forgas-Coll, Santiago ; Garcia, Javier Sanchez ; Garrigos-Simon, Fernando J.
    In: Tourism Management.
    RePEc:eee:touman:v:41:y:2014:i:c:p:28-42.

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  7. Bias-corrected estimation in potentially mildly explosive autoregressive models. (2013). Kruse, Robinson ; Kaufmannz, Hendrik .
    In: CREATES Research Papers.
    RePEc:aah:create:2013-10.

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  8. Biases of Correlograms and of AR Representations of Stationary Series. (2012). Abadir, Karim ; Larsson, Rolf.
    In: Working Paper series.
    RePEc:rim:rimwps:24_12.

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  9. Bias in the estimation of the mean reversion parameter in continuous time models. (2012). Yu, Jun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:114-122.

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  10. Biases of Correlograms and of AR Representations of Stationary Series. (2012). Abadir, Karim ; Larsson, Rolf.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:1.

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  11. Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite. (2010). Rao, Yao ; Hadri, Kaddour ; Larsson, Rolf.
    In: Economics Working Papers.
    RePEc:qub:wpaper:1008.

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  12. TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION. (2010). Rao, Yao ; Hadri, Kaddour ; Bu, Ruijun.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:62:y:2010:i:3:p:209-225.

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  13. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators. (2009). Lawford, Steve ; Stamatogiannis, Michalis P..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:124-130.

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  14. Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. (2007). Wagatha, Matthias.
    In: MPRA Paper.
    RePEc:pra:mprapa:8602.

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  15. On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods. (2006). Tanizaki, Hisashi ; Matsubayashi, Yoichi ; Hamori, Shigeyuki.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:47:y:2006:i:1:p:109-124.

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  16. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
    In: Research Papers.
    RePEc:liv:livedp:200615.

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  17. Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression. (2006). Vougas, Dimitrios.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:1:p:27-34.

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  18. Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels. (2005). Sandberg, Rickard ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0582.

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  19. Small sample properties of forecasts from autoregressive models under structural breaks. (2005). Timmermann, Allan ; Pesaran, Mohammad.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217.

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  20. Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks. (2003). Timmermann, Allan ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_990.

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  21. DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL. (2002). Ali, Mukhtar.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:1:p:89-119.

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  22. Adjusted estimates and Wald statistics for the AR(1) model with constant. (2000). Pere, Pekka .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:2:p:335-363.

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  23. Bias correction of OLSE in the regression model with lagged dependent variables. (2000). Tanizaki, Hisashi.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:34:y:2000:i:4:p:495-511.

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  24. Inference for unit roots in dynamic panels where the time dimension is fixed. (1999). Tzavalis, Elias ; Harris, Richard ; Harris, Richard D. F., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:91:y:1999:i:2:p:201-226.

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  25. Bartlett corrections in cointegration testing. (1999). Jacobson, Tor ; Larsson, Rolf.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:31:y:1999:i:2:p:203-225.

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  26. The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients. (1998). Phillips, Garry ; Phillips, Garry D. A., .
    In: Economics Letters.
    RePEc:eee:ecolet:v:60:y:1998:i:3:p:303-310.

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  27. On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend. (1997). Larsson, Rolf.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:49:y:1997:i:3:p:585-599.

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  28. Unbiased estimation as a solution to testing for random walks. (1995). Abadir, Karim.
    In: Economics Letters.
    RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:263-268.

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