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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
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
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Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene (contributor); Würtz, Allan H. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
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Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
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Pearson M-estimators in regression analysis
Magdalinos, Michael A.; Mitsopoulos, George P. - 1995
Persistent link: https://www.econbiz.de/10000939691
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Inference for unit roots in dynamic panels
Harris, Richard D. F.; Tzavalis, Elias - 1996
Persistent link: https://www.econbiz.de/10000939832
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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904