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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
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Heteroscedasticity in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif; Hadri, Kaddour - 1999
Persistent link: https://www.econbiz.de/10001398341
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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
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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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On efficient simulations in dynamic models
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939898
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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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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
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The joint density of two functionals of a Brownian motion
Abadir, Karim Maher - 1994
Persistent link: https://www.econbiz.de/10000895295
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Is the quantitiy theory of money true?
Blaug, Mark - 1993
Persistent link: https://www.econbiz.de/10000887417
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The equivalence between destination and restricted origin tax regimes
Lockwood, Ben; De Meza, David E.; Myles, Gareth D. - 1993
Persistent link: https://www.econbiz.de/10000887426