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On the detection of nonlinearity in foreign exchange data
Guarda, Paolo; Salmon, Mark H. - 1995
Persistent link: https://www.econbiz.de/10000929343
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On the use of panel unit root tests on cross-sectionally dependent data : an application to PPP
Bornhorst, Fabian (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827136
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Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003280708
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Dynamic factors in the presence of block structure
Hallin, Marc (contributor); Liška, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724330
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Thick-market externalities in US manufacturing : a dynamic study with panel data
Jiménez, Miguel; Marchetti, Domenico - 1995
Persistent link: https://www.econbiz.de/10000914536
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
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Hiring quality labour
Herring, Robbin - 1994
Persistent link: https://www.econbiz.de/10000898094
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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A discrete-time consumption-CAP model under durability of goods, habit formation and temporal aggregation
Ermini, Luigi - 1994
Persistent link: https://www.econbiz.de/10000898275
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Learning to drink beer by mistake
Di Gioacchino, Debora - 1994
Persistent link: https://www.econbiz.de/10000898278