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1
Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398347
Saved in:
2
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:
3
Heteroscedasticity in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398341
Saved in:
4
New trade
theory
and aggregate export equations : an application of panel
cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
Saved in:
5
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
Saved in:
6
On efficient simulations in dynamic models
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939898
Saved in:
7
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
Saved in:
8
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
9
Cointegration
theory
, equilibrium and disequilibrium economics
Abadir, Karim Maher
-
1994
Persistent link: https://www.econbiz.de/10000912744
Saved in:
10
Is the quantitiy
theory
of money true?
Blaug, Mark
-
1993
Persistent link: https://www.econbiz.de/10000887417
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