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Ninth Annual Conference on Econometric Modelling for Africa, School of Economics, University of Cape Town, 2004


  • Fedderke, Johannes
  • Leibbrandt, Murray


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  • Fedderke, Johannes & Leibbrandt, Murray, 2006. "Ninth Annual Conference on Econometric Modelling for Africa, School of Economics, University of Cape Town, 2004," Economic Modelling, Elsevier, vol. 23(5), pages 737-737, September.
  • Handle: RePEc:eee:ecmode:v:23:y:2006:i:5:p:737-737

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    References listed on IDEAS

    1. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
    2. Hansen, Bruce E. & Seo, Byeongseon, 2002. "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October.
    3. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-858, May.
    4. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    5. Jushan Bai & Pierre Perron, 2003. "Critical values for multiple structural change tests," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 72-78, June.
    6. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    7. Andrews, Donald W K & Monahan, J Christopher, 1992. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 60(4), pages 953-966, July.
    8. Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
    9. Richard Peach & Robert W. Rich & Alexis Antoniades, 2004. "The historical and recent behavior of goods and services inflation," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 19-31.
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