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Economic structural change: Analysis and forecasting
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Economic structural change: Analysis and forecasting (1992)Economic structural change: Analysis and …Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014 (2017)Is the tourism-led growth hyp…Modeling and testing smooth structural changes with endogenous regressors (2014)Modeling and testing smooth s…Forecasting with equilibrium-correction models during structural breaks (2010)Forecasting with equilibrium-…Non-stationarity Tests in Macroeconomic Time Series (2005)Non-stationarity Tests in Mac…Structural breaks, ARIMA model and Finnish inflation forecasts (2001)Structural breaks, ARIMA mode…The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (2000)The strength of evidence for …Spurious number of breaks (1996)Spurious number of breaksA trend-resistant test for structural change based on OLS residuals (1996)A trend-resistant test for st…Limit theorems for the union-intersection test (1995)Limit theorems for the union-…Interpreting Linear Models (1995)Interpreting Linear ModelsTHE DEMAND FOR MONEY IN GREECE: AN EXERCISE IN ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES (1993)THE DEMAND FOR MONEY IN GREEC…Some properties of time series data and their use in econometric model specification (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis (2016)Rank Tests for Changepoint Problems (1987)Economic Structural Change: Analysis and Forecasting (1991)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Detection of structural changes in generalized linear models (2004)Detecting at‐Most‐m Changes in Linear Regression Models (2016)Trends and random walks in macroeconmic time series (1982)Trends in Natural Resource Commodity Prices: Deterministic or Stochastic? (1997)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Empirical Approach to Modelling and Forecasting Inflation in Ghana (2012)Specification Tests in Econometrics (1978)Economic Forces and the Stock Market (1986)Discretion versus policy rules in practice (1993)Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach (2021)Time Series Analysis: Forecasting and Control (1977)The financial econometrics of price discovery and predictability (2015)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instability in Regressions with I(1) Processes (1992)A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)Estimation of linear trend onset in time series (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)New international evidence on the cyclical behaviour of output: Kuznets swings reconsidered (2007)Bounds testing approaches to the analysis of level relationships (2001)
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Cited by

  • 2017Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014137 cited
  • 2001Structural breaks, ARIMA model and Finnish inflation forecasts55 cited
  • 2010Forecasting with equilibrium-correction models during structural breaks48 cited
  • 2014Modeling and testing smooth structural changes with endogenous regressors37 cited
  • 1996A trend-resistant test for structural change based on OLS residuals36 cited
  • 2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited
  • 1996Spurious number of breaks23 cited
  • 1995Limit theorems for the union-intersection test19 cited
  • 1993THE DEMAND FOR MONEY IN GREECE: AN EXERCISE IN ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES17 cited
  • 2005Non-stationarity Tests in Macroeconomic Time Series16 cited
  • 1995Interpreting Linear Models2 cited

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