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Restoring monotone power in the CUSUM test
Andreou, Elena - In: Economics letters 98 (2008) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10003623894
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The reduced form : a simple approach to inference with weak instruments
Chernozhukov, Victor; Hansen, Christian Bailey - In: Economics letters 100 (2008) 1, pp. 68-71
Persistent link: https://www.econbiz.de/10003747286
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A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
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QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing; Feng, Shuhui; Jin, Fei - In: Economics letters 180 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
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A self-normalization test for correlation change
Choi, Ji-Eun; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon; Oh, Haejune; Lee, Sangyeol - In: Economics letters 152 (2017), pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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Further evidence regarding nonlinear trend reversion of real GDP and the CPI
Shelley, Gary L.; Wallace, Frederick H. - In: Economics letters 112 (2011) 1, pp. 56-59
Persistent link: https://www.econbiz.de/10009242146