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On stationarity and cointegration of international health expenditure and GDP

Gerdtham, Ulf-G.; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000984764

Internal markets and health care efficiency : a multiple-output stochastic frontier analysis

Gerdtham, Ulf-G.; Löthgren, Mickael; Tambour, Magnus; … - 1998

Persistent link: https://www.econbiz.de/10000981182

Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation

Skoglund, Jimmy (contributor); Karlsson, Sune (contributor) - 2001 - [Elektronische Ressource]

correlation in the form of AR(1) for the idiosyncratic or time-specific error component. Consistent estimation and asymptotic …

Persistent link: https://www.econbiz.de/10001600056

An application of the analogy between vector ARCH and vector random coefficient autoregressive models

He, Changli (contributor); Teräsvirta, Timo (contributor) - 2002 - [Elektronische Ressource]

In this paper we derive conditions for the conditional covariance matrix to be positive definite in a general vector ARCH model. The conditions can be easily extended to the diagonal vector GARCH model. For the general vector GARCH model, analytical expressions for the conditions in terms of the...

Persistent link: https://www.econbiz.de/10001714621