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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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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943010
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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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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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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