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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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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
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Are the dynamic linkages between the macroeconomy and asset prices time-varying
Guidolin, Massimo (contributor); Ono, Sadayuki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003344538
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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Financial risk : theory, evidence and implications ; proceedings of the 11th annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Stone, Courtenay C. (contributor) - 1989
Persistent link: https://www.econbiz.de/10000769878
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168159
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Collateral, heterogeneity in risk attitude and the credit market equilibrium
Coco, Giuseppe - 1996
Persistent link: https://www.econbiz.de/10000958178
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Whereś the beef? : the trivial dynamics of real business cycle models
Wen, Yi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003342431