Narrow search
Showing 1 - 10 of 16
Cover Image
Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
Cover Image
Estimation of disequilibrium models using the MGF and the CF estimators
Hadri, Kaddour - 1993
Persistent link: https://www.econbiz.de/10000887433
Cover Image
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
Cover Image
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
Cover Image
The bias of the 2SLS variance estimator
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168173
Cover Image
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
Cover Image
Pearson M-estimators in regression analysis
Magdalinos, Michael A.; Mitsopoulos, George P. - 1995
Persistent link: https://www.econbiz.de/10000939691
Cover Image
Inference for unit roots in dynamic panels
Harris, Richard D. F.; Tzavalis, Elias - 1996
Persistent link: https://www.econbiz.de/10000939832
Cover Image
Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
Cover Image
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.; Tzavalis, Elias - 1998
Persistent link: https://www.econbiz.de/10000992997