Similar Search Results - EconBiz

Bootstrap testing for fractional integration

Eklund, Bruno; Gredenhoff, Mikael P. - 1997

Persistent link: https://www.econbiz.de/10000971372

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

Numerical aspects of Bayesian VAR-modeling

Kadiyala, K. Rao; Karlsson, Sune - 1994

Persistent link: https://www.econbiz.de/10000885969

Price responses to changes in costs and demand

Eriksson, Rickard - 2001

Persistent link: https://www.econbiz.de/10001565679

Testing parameter constancy in linear models against stochastic stationary parameters

Teräsvirta, Timo; Lin, Chien-fu Jeff - 1995

Persistent link: https://www.econbiz.de/10000910630

Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000888951

Another look at Swedish business cycles, 1861 - 1988

Skalin, Joakim; Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953721

Smooth transition models

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953743

Bartlett corrections in cointegration testing

Jacobson, Tor; Larsson, Rolf - 1996

Persistent link: https://www.econbiz.de/10000953744

Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000955669

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