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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models

, and . Economics Letters, 88 (1): 91--96 (July 2005)

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The persistence in volatility of the US term premium 1970-1986, and . Economics Letters, 49 (4): 381--389 (October 1995)Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models, and . Economics Letters, 88 (1): 91--96 (July 2005)Rejoinder to Comment by Doornik, Nielsen, and Rothenberg, , and . Econometrica, 71 (1): 385--386 (Jan 1, 2003)doi: 10.1111/1468-0262.00402.Forecasting inflation from the term structure, and . Journal of Empirical Finance, 3 (1): 103--122 (May 1996)Inference for unit roots in dynamic panels where the time dimension is fixed, and . Journal of Econometrics, 91 (2): 201--226 (August 1999)On regression-based tests for persistence in logarithmic volatility models, and . Econometric Reviews, 18 (4): 441--448 (1999)Panel data unit roots tests: The role of serial correlation and the time dimension, , and . Journal of Statistical Planning and Inference, 137 (1): 230--244 (Jan 1, 2007)The term premium and the puzzles of the expectations hypothesis of the term structure. Economic Modelling, 21 (1): 73--93 (January 2004)Testing for unit roots in short panels allowing for a structural break., and . Comput. Stat. Data Anal., (2014)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)