Narrow search
Showing 1 - 10 of 202
Cover Image
Cross-vintage encompassing
Cook, Steven - 1997
Persistent link: https://www.econbiz.de/10000643783
Cover Image
The preservation of multivariate comparative statics in nonexpected utility theory
Schlee, Edward E. - In: Journal of risk and uncertainty : JRU 9 (1994) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10001173460
Cover Image
The likelihood of various stock market return distributions
Markowitz, Harry - In: Journal of risk and uncertainty : JRU (1996), pp. 207-219
Persistent link: https://www.econbiz.de/10001212811
Cover Image
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
Cover Image
Solution of multivariate linear rational expectations models and large sparse linear systems
Binder, Michael; Pesaran, M. Hashem - 1997
Persistent link: https://www.econbiz.de/10000628999
Cover Image
Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation
Binder, Michael; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607816
Cover Image
A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem; Pesaran, Bahram - 1989
Persistent link: https://www.econbiz.de/10000130921
Cover Image
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem; Smith, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000142714
Cover Image
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993
Persistent link: https://www.econbiz.de/10000142719
Cover Image
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen; Yoon, Joungjun - 1993
Persistent link: https://www.econbiz.de/10000142720