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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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Maximum likelihood estimation of singular systems of equations : an application to translog cost functions
Silk, Julian I. - 1994
Persistent link: https://www.econbiz.de/10000908232
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Static versus dynamic measures of aggregate concentration : the case of Fortunes's 500
Deutsch, Joseph; Silber, Jacques - 1993
Persistent link: https://www.econbiz.de/10000883902
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Detecting regime shifts by Kernel density estimation
Bianchi, Marco - 1996
Persistent link: https://www.econbiz.de/10000942858
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Simulations stochastiques et anticipations rationnelles
Boucekkine, Raouf - 1992
Persistent link: https://www.econbiz.de/10000844024
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Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.; Giles, David E. A. - 1998
Persistent link: https://www.econbiz.de/10000997817
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Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.; Keil, Andrea S. - 1996
Persistent link: https://www.econbiz.de/10000998492
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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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A unified approach to estimating demand and welfare
Redding, Stephen; Weinstein, David E. - 2016
Persistent link: https://www.econbiz.de/10011529701