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Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
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Cited by:
- Lewis, Karen K, 1996.
"What Can Explain the Apparent Lack of International Consumption Risk Sharing?,"
Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 267-297, April.
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- Lorenzo Pozzi & Barbara Sadaba, 2023. "Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data," Staff Working Papers 23-4, Bank of Canada.
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"On The Interaction Between Economic Growth And Business Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(4), pages 982-1022, June.
- Ivan Mendieta-Muñoz, 2014. "On the Interaction Between Economic Growth and Business Cycles," Studies in Economics 1417, School of Economics, University of Kent.
- repec:fgv:epgrbe:v:66:n:3:a:2 is not listed on IDEAS
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"Symmetric and asymmetric effects of exchange rates on money demand: empirical evidence from Vietnam,"
Applied Economics, Taylor & Francis Journals, vol. 53(34), pages 3948-3961, July.
- Sy-Hoa Ho & Jamel Saadaoui, 2019. "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam?," Working Papers of BETA 2019-49, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Sy Hoa Ho & Jamel Saadaoui, 2021. "Symmetric and asymmetric effects of exchange rates on money demand : empirical evidence from Vietnam," Post-Print hal-03196678, HAL.
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"On the estimation of panel fiscal reaction functions: Heterogeneity or fiscal fatigue?,"
Economic Modelling, Elsevier, vol. 70(C), pages 87-96.
- Gerdie Everaert, 2017. "On the estimation of panel fiscal reaction functions : Heterogeneity or fiscal fatigue?," Working Paper Research 320, National Bank of Belgium.
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"Robust Tests For White Noise And Cross-Correlation,"
Econometric Theory, Cambridge University Press, vol. 38(5), pages 913-941, October.
- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.
- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2020. "Robust Tests for White Noise and Cross-Correlation," Working Papers 906, Queen Mary University of London, School of Economics and Finance.
- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University.
- Owen F. Humpage & Sanchita Mukherjee, 2013.
"Even keel and the Great Inflation,"
Working Papers (Old Series)
1315, Federal Reserve Bank of Cleveland.
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- Owen F. Humpage & Sanchita Mukherjee, 2015. "Even Keel and the Great Inflation," Working Papers (Old Series) 1532, Federal Reserve Bank of Cleveland.
- Diego Martínez-Navarro & Ignacio Amate-Fortes & Almudena Guarnido-Rueda, 2020. "Inequality and development: is the Kuznets curve in effect today?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(3), pages 703-735, October.
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- Francis X. Diebold & Jose A. Lopez, 1995.
"Forecast evaluation and combination,"
Research Paper
9525, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014.
"The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?,"
Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
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"Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 209-225.
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"Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 171-191.
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"US gasoline response to vehicle fuel efficiency: A contribution to the direct rebound effect,"
Energy Economics, Elsevier, vol. 136(C).
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- Lewis, Karen K., 1997.
"Are countries with official international restrictions 'liquidity constrained'?,"
European Economic Review, Elsevier, vol. 41(6), pages 1079-1109, June.
- Karen K. Lewis, 1997. "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers 5991, National Bureau of Economic Research, Inc.
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- Granlund, David & Bergman, Mats A., 2017. "Price competition in pharmaceuticals – evidence from 1303 Swedish markets," Umeå Economic Studies 952, Umeå University, Department of Economics.
- Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024.
"Robust inference on correlation under general heterogeneity,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023. "Robust Inference on Correlation under General Heterogeneity," Cowles Foundation Discussion Papers 2354, Cowles Foundation for Research in Economics, Yale University.
- Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997.
"On biases in tests of the expectations hypothesis of the term structure of interest rates,"
Journal of Financial Economics, Elsevier, vol. 44(3), pages 309-348, June.
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- Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates," NBER Technical Working Papers 0191, National Bureau of Economic Research, Inc.
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- Gerdie Everaert & Stijn Jansen, 2017. "On The Estimation Of Panel Fiscal Functions: Heterogeneity Or Fiscal Fatigue?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/930, Ghent University, Faculty of Economics and Business Administration.
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"The implications of first-order risk aversion for asset market risk premiums,"
Journal of Monetary Economics, Elsevier, vol. 40(1), pages 3-39, September.
- Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1994. "The Implications of First-Order Risk Aversion for Asset Market Risk Premiums," NBER Working Papers 4624, National Bureau of Economic Research, Inc.
- Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997. "The implications of first-order risk aversion for asset market risk premiums," Discussion Paper 1997-07, Tilburg University, Center for Economic Research.
- Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1994. "The implications of first-order risk aversion for asset market risk premiums," Working Paper Series, Macroeconomic Issues 94-22, Federal Reserve Bank of Chicago.
- Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997. "The implications of first-order risk aversion for asset market risk premiums," Other publications TiSEM 85c0b822-2525-4400-90af-1, Tilburg University, School of Economics and Management.
- Linh Tu Ho & Christopher Gan & Shan Jin & Bryan Le, 2022. "Artificial Intelligence and Firm Performance: Does Machine Intelligence Shield Firms from Risks?," JRFM, MDPI, vol. 15(7), pages 1-20, July.
- Arthur J. Caplan, 2023. "Missing the Warning Signs? The Case of “Yellow Air Day” Advisories in Northern Utah," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 85(2), pages 479-522, June.
- Ng, David T., 2004.
"The international CAPM when expected returns are time-varying,"
Journal of International Money and Finance, Elsevier, vol. 23(2), pages 189-230, March.
- Ng, David T.C., 2012. "The International CAPM When Expected Returns Are Time-Varying," Working Papers 127283, Cornell University, Department of Applied Economics and Management.
- Katherine Baicker & Theodore Svoronos, 2019. "Testing the Validity of the Single Interrupted Time Series Design," CID Working Papers 364, Center for International Development at Harvard University.
- Michalis Nikiforos, 2012. "On the Utilization Controversy: A Theoretical and Empirical Discussion of the Kaleckian Model of Growth and Distribution," Economics Working Paper Archive wp_739, Levy Economics Institute.
- Sy Hoa Ho & Jamel Saadaoui, 2019. "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam," Working Papers hal-02421007, HAL.
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
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"How Do NYPD Officers Respond to Terror Threats?,"
Economica, London School of Economics and Political Science, vol. 87(347), pages 638-661, July.
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"Testing Consumption Optimality Using Aggregate Data,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1119-1140, July.
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