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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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Confidence about inflation forecasts : tests of variance rationality
Batchelor, R. A.; Jonung, L. - 1989
Persistent link: https://www.econbiz.de/10000087688
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Experto credite : three papers on experienced decision-makers
Andersson, Patric - 1998
Persistent link: https://www.econbiz.de/10000167954
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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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Microbased time series analysis : estimating the autocorrelation function using survey sampling IV
Lundquist, Peter - 1994
Persistent link: https://www.econbiz.de/10000898816
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Microbased time series analysis : an efficient estimator of population parameters using AR(1)-series and auxiliary information
Cassel, Claes-M. - 1994
Persistent link: https://www.econbiz.de/10000898817
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Consequences of permanent changes in child mortality on parental welfare and population density
Horn af Rantzien, Mia - 1994
Persistent link: https://www.econbiz.de/10000898821
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An analysis of the Mandatory Bid Rule
Bergström, Clas; Högfeldt, Peter - 1994
Persistent link: https://www.econbiz.de/10000898990