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1
Structural versus matching estimation : transmission mechanisms in Armenia
Poghosyan, Karen
;
Boldea, Otilia
- In:
Economic modelling
30
(
2013
),
pp. 136-148
Persistent link: https://www.econbiz.de/10009703711
Saved in:
2
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
3
Efficient estimation of macroeconomic equations with unobservable states
Morrisy, Stephen D.
- In:
Economic modelling
60
(
2017
),
pp. 408-423
Persistent link: https://www.econbiz.de/10011734263
Saved in:
4
Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve
Chen, Zhihong
;
Xia, Huizhu
- In:
Economic modelling
93
(
2020
),
pp. 595-604
Persistent link: https://www.econbiz.de/10012430307
Saved in:
5
Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic
;
Kocovic, Jelena
;
Loncar, Dragan
; …
- In:
Economic modelling
29
(
2012
)
3
,
pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
Saved in:
6
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
7
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
8
On the estimation and testing of mixed geographically weighted regression models
Wei, Chuan-hua
;
Qi, Fei
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2615-2620
Persistent link: https://www.econbiz.de/10009673641
Saved in:
9
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
10
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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