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Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J. - In: Economics letters 50 (1996) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
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Panel-data estimation of non-linear term-structure models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000996537
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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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Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro; Rodríguez, Juan-Andrés - 2023
Persistent link: https://www.econbiz.de/10014320871
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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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