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Higher order spatial ARMA models
Sneek, Kees; Rietveld, Piet - 1997
Persistent link: https://www.econbiz.de/10000960575
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On the estimation of the spatial moving average model
Sneek, Kees; Rietveld, Piet - 1997
Persistent link: https://www.econbiz.de/10000961566
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Consistent expectations equilibria
Hommes, Cars H.; Sorger, Gerhard - 1997
Persistent link: https://www.econbiz.de/10000961568
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The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2007
Persistent link: https://www.econbiz.de/10003644178
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007
Persistent link: https://www.econbiz.de/10003644198
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Instrumental variable estimation for duration data
Bijwaard, Govert - 2008
Persistent link: https://www.econbiz.de/10003706013
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Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana; Vries, Casper G. de - 2004
Persistent link: https://www.econbiz.de/10002200680
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Bahadur representation for the nonparametric M-estimator under α-mixing dependence
Cheng, Yebin; Gooijer, Jan G. de - 2005
Persistent link: https://www.econbiz.de/10002983077
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001594646
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
Persistent link: https://www.econbiz.de/10001718452