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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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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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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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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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A randomized procedure for choosing data transformation
Corradi, Valentina; Swanson, Norman R. - 2001
Persistent link: https://www.econbiz.de/10001616579
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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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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.; Tzavalis, Elias - 1995
Persistent link: https://www.econbiz.de/10000912747
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Pearson M-estimators in regression analysis
Magdalinos, Michael A.; Mitsopoulos, George P. - 1995
Persistent link: https://www.econbiz.de/10000939691