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~subject:"Statistischer Test"
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Search: person:"Michelis, Leo"
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Michelis, Leo
7
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MacKinnon, James G.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Structural breaks, debt limits and the tax smoothing hypothesis : theory and evidence from the OECD countries
Angyridis, Constantine
;
Michelis, Leo
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1283-1307
Persistent link: https://www.econbiz.de/10012490539
Saved in:
2
Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo
;
Stengos, Thanasēs
;
Yang, Ling
- In:
Journal of quantitative economics : official journal of …
3
(
2005
)
2
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
Saved in:
3
Prospects of a Monetary Union in North America : an empirical investigation
Michelis, Leo
- In:
Exchange rates, economic integration and the …
,
(pp. 114-135)
.
2004
Persistent link: https://www.econbiz.de/10003195201
Saved in:
4
Economic convergence in the European Union
Yin, Ling
;
Zestos, George K.
;
Michelis, Leo
- In:
Journal of economic integration
18
(
2003
)
1
,
pp. 188-213
Persistent link: https://www.econbiz.de/10001741655
Saved in:
5
The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10001406666
Saved in:
6
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
Saved in:
7
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
-
1998
Persistent link: https://www.econbiz.de/10000986762
Saved in:
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