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Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy (contributor); Karlsson, Sune (contributor) - 2001 - [Elektronische Ressource]
This paper is concerned with maximum likelihood based inference in random effects models with serial correlation. Allowing for individual effects we introduce serial correlation of general form in the time effects as well as the idiosyncratic errors. A straightforward maximum likelihood...
Persistent link: https://www.econbiz.de/10001600058
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Bootstrap testing for fractional integration
Eklund, Bruno; Gredenhoff, Mikael P. - 1997
Persistent link: https://www.econbiz.de/10000971372
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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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Comparative dynamics in health economics : some useful results
Johansson, Per-Olov; Löfgren, Karl-Gustaf - 1994
Persistent link: https://www.econbiz.de/10000888970
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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Economic growth and the Swedish model
Henrekson, Magnus; Jonung, Lars; Stymne, Joakim - 1994
Persistent link: https://www.econbiz.de/10000894778
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On the optimal value and protection of a patent
Johansson, Per-Olov; Löfgren, Karl-Gustaf - 1994
Persistent link: https://www.econbiz.de/10000896620
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Essays on exchange rates and international finance
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000897134
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Studies in complex financial instruments and their valuation
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000860118
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Wage formation in a unionized economy
Sonnegård, Eva Uddén - 1993
Persistent link: https://www.econbiz.de/10000864467