Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
Cover Image
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
Cover Image
Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952793
Cover Image
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
Cover Image
Demand dispersion, metonymy and ideal panel data
Jerison, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629652
Cover Image
Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541
Cover Image
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000911320