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~institution:"University of Exeter / Department of Economics"
~language:"eng"
~language:"srp"
~subject:"Business network"
~subject:"Estimation theory"
~subject:"Germany"
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Business network
Estimation theory
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Phillips, Garry D. A.
5
Tzavalis, Elias
4
Abadir, Karim Maher
3
Hadri, Kaddour
3
Kiviet, J. F.
3
Harris, Richard D. F.
2
Altissimo, Filippo
1
Barisone, Giacomo M.
1
Christodoulakis, George A.
1
Corradi, Valentina
1
Driver, Rebecca L.
1
Larsson, Rolf
1
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1
Mitsopoulos, George P.
1
Psaradakis, Zacharias G.
1
Satchell, Stephen
1
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University of Exeter / Department of Economics
Edward Elgar Publishing
18
Zentrum für Europäische Wirtschaftsforschung
17
National Bureau of Economic Research
16
Institut für Weltwirtschaft
15
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
14
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13
Technische Universität Bergakademie Freiberg / Fakultät für Wirtschaftswissenschaften
11
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University of Chicago / Graduate School of Business
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University of Reading / Department of Economics
10
Universität Augsburg / Institut für Volkswirtschaftslehre
9
European Association of Agricultural Economists
8
Helsingin Kauppakorkeakoulu
7
Springer Fachmedien Wiesbaden
7
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
Centre for Economic Performance
6
Forschungsinstitut zur Zukunft der Arbeit
6
Friedrich-Schiller-Universität Jena
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4
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4
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4
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3
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IGI Global
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International Center for Food Chain and Network Research
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London School of Economics and Political Science
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Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
3
National Institute of Economic and Social Research
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Discussion papers in economics
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ECONIS (ZBW)
17
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1
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
Saved in:
2
Are our FEERs justified?
Barisone, Giacomo M.
;
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
2000
Persistent link: https://www.econbiz.de/10001512614
Saved in:
3
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
4
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001394389
Saved in:
5
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
6
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
Saved in:
7
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
8
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
9
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
10
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
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