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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W.; Stoker, Thomas M. - 1982
Persistent link: https://www.econbiz.de/10001531709
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Identification in dynamic linear models with rational expectations
Blanchard, Olivier J. - 1982
Persistent link: https://www.econbiz.de/10001532181
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Copulas and long memory
Ibragimov, Rustam Ju. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767933
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Copula-based dependence characterizations and modeling for time series
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179938
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Seasonal adjustment with measurement error present
Hausman, Jerry; Watson, Mark - 1983
Persistent link: https://www.econbiz.de/10001531507
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Robust methods for arima models
Martin, R. Douglas; Samarov, Alexander - 1981
Persistent link: https://www.econbiz.de/10001532940
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Asymptotic efficiency in parametric structural models with parameter-dependent support
Hirano, Keisuke (contributor); Porter, Jack (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828751
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Estimating distributed lags in short panels with an application to the specification of depreciation patterns and capital stock constructs
Pakes, Ariel; Griliches, Zvi - 1982
Persistent link: https://www.econbiz.de/10001532145
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Behavioral heterogeneity and the income effect
Calvet, Laurent E.; Comon, Etienne - 2000
Persistent link: https://www.econbiz.de/10001474875