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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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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, A. M. Robert - 1997
Persistent link: https://www.econbiz.de/10001372320
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Alternative interpretations of hours information in an econometric model of labour supply
Blundell, Richard W.; Laisney, François; Lechner, Michael - 1991
Persistent link: https://www.econbiz.de/10000827904
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Econometric methodology: a personal perspective
Hendry, David F. - 1986
Persistent link: https://www.econbiz.de/10003529764
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Trade flows and spatial effects : the gravity model revisited
Carrington, Anca - 2000
Persistent link: https://www.econbiz.de/10001512617
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Does the stochastic specification matter?
Mari, Konstantina - 2017
Persistent link: https://www.econbiz.de/10011670182
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430
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Exact inference for the unit root hypothesis
Forchini, Giovanni; Marsh, Patrick - 2000
Persistent link: https://www.econbiz.de/10001541333