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~institution:"State University of New York at Albany / Department of Economics"
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000860434
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2
Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952792
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3
Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng
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1995
Persistent link: https://www.econbiz.de/10000952793
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4
A comparison of some recent Bayesian and classical procedures for simultaneous equation models with weak instruments
Gao, Chuanming
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627305
Saved in:
5
Demand dispersion, metonymy and ideal panel data
Jerison, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629652
Saved in:
6
Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng
-
1996
Persistent link: https://www.econbiz.de/10000946541
Saved in:
7
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000911320
Saved in:
8
Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal
;
Paul, Manimoy
-
1994
Persistent link: https://www.econbiz.de/10000911324
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