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2009
Li, Q. and Pan, J. (2009) Determining the number of factors in a multivariate error correction–volatility factor model. Econometrics Journal, 12 (1). pp. 45-61. ISSN 1368-4221
2004
Koop, G.M. and Potter, S. (2004) Forecasting in dynamic factor models using Bayesian model averaging. Econometrics Journal, 7 (2). pp. 550-565. ISSN 1368-4221
2002
Koop, G.M. and Poirier, D. (2002) Testing for optimality in job search models. Econometrics Journal, 4 (2). pp. 257-272. ISSN 1368-4221
2001
Koop, Gary and Potter, Simon M. (2001) Are apparent findings of nonlinearity due to structural instability in economic time series? Econometrics Journal, 4 (1). pp. 37-55. ISSN 1368-4221