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Are our FEERs justified?
Barisone, Giacomo M.; Driver, Rebecca L.; Wren-Lewis, Simon - 2000
Persistent link: https://www.econbiz.de/10001512614
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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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How robust are feers?
Driver, Rebecca L.; Wren-Lewis, Simon - 1996
Persistent link: https://www.econbiz.de/10000943013
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Estimation of disequilibrium models using the MGF and the CF estimators
Hadri, Kaddour - 1993
Persistent link: https://www.econbiz.de/10000887433
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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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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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The bias of the 2SLS variance estimator
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168173
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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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Pearson M-estimators in regression analysis
Magdalinos, Michael A.; Mitsopoulos, George P. - 1995
Persistent link: https://www.econbiz.de/10000939691
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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