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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Umeå universitet"
~person:"Bergkvist, Erik"
~person:"Gooijer, Jan G. de"
~subject:"Capital structure"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Unit root test"
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Bergkvist, Erik
Gooijer, Jan G. de
Brännäs, Kurt
9
Johansson, Per-Olov
5
He, Changli
4
Löthgren, Mickael
4
Teräsvirta, Timo
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Ekonomiska forskningsinstitutet <Stockholm>
Umeå universitet
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ECONIS (ZBW)
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1
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
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2
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
3
Weighted derivative estimation of quantal response models : simulations and applications to choice of truck freigt carrier
Bergkvist, Erik
;
Johansson, Per-Olov
-
1997
Persistent link: https://www.econbiz.de/10000972401
Saved in:
4
Forecasting interregional freight flows by gravity models : a comparison of OLS estimation, NLS estimation, poisson and neural network specification
Bergkvist, Erik
-
1999
Persistent link: https://www.econbiz.de/10001355286
Saved in:
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