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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
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
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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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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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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
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
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The accuracy of OECD forecasts for Japan
Ash, J. C. K - 1996
Persistent link: https://www.econbiz.de/10000944091