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An introduction to Hypergeometric functions for economists
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939683
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Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
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Inference for unit roots in dynamic panels
Harris, Richard D. F.; Tzavalis, Elias - 1996
Persistent link: https://www.econbiz.de/10000939832
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On efficient simulations in dynamic models
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939898
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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
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Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943010
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Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.; Tzavalis, Elias - 1998
Persistent link: https://www.econbiz.de/10000992997
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The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998640
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Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F. - 1997
Persistent link: https://www.econbiz.de/10000966504
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505