Narrow search
Showing 1 - 7 of 7
Cover Image
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
Cover Image
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Cover Image
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
Cover Image
Is honesty always the best policy?
Ehrbeck, Tilman; Waldmann, Robert - 1995
Persistent link: https://www.econbiz.de/10000929900
Cover Image
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
Cover Image
Can forecasters' motives explain ejection of the rational expectations hypothesis?
Ehrbeck, Tilman - 1994
Persistent link: https://www.econbiz.de/10013420212
Cover Image
Rejecting rational expectations in panel data : some new evidence
Ehrbeck, Tilman - 1992
Persistent link: https://www.econbiz.de/10013419683