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~institution:"University of Exeter / Department of Economics"
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
2
Heteroscedasticity
in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398341
Saved in:
3
Doubly heteroscedastic stochastic production frontiers with an application to English cereal farms
Hadri, Kaddour
;
Guermat, Cherif
;
Whittaker, J.
-
1999
Persistent link: https://www.econbiz.de/10001425821
Saved in:
4
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
Saved in:
5
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
Saved in:
6
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
7
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
8
Pearson M-estimators in regression analysis
Magdalinos, Michael A.
;
Mitsopoulos, George P.
-
1995
Persistent link: https://www.econbiz.de/10000939691
Saved in:
9
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
10
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
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