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Die Dynamik der Zinsstruktur : Modelle zur Erfassung des Zinsrisikos und deren Schätzung
Hess, Dieter - 1995
Persistent link: https://www.econbiz.de/10000904933
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos - In: Economics letters 171 (2018), pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
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Residual analysis censored duration data : received 31. 10. 1984
Chesher, Andrew - In: Economics letters 18 (1985) 1, pp. 35-38
Persistent link: https://www.econbiz.de/10001997963
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Inference approaches for instrumental variable quantile regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Economics letters 95 (2007) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003460479
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Estimation of relative average treatment effects with misclassification
Fu, Lianyan; Wei Gao; Shi, Ning-zhong - In: Economics letters 111 (2011) 1, pp. 95-98
Persistent link: https://www.econbiz.de/10009241325
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Semiparametric binary random effects models : estimating two types of drinking behavior
Dong, Yingying - In: Economics letters 112 (2011) 1, pp. 79-81
Persistent link: https://www.econbiz.de/10009242113
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A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M. - In: Economics letters 113 (2011) 1, pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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Estimating the long rate and its volatility
Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102
Persistent link: https://www.econbiz.de/10011422029