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Mean lag in general error correction models
Fuleky, Peter; Ventura, Luigi - In: Economics letters 143 (2016), pp. 107-110
Persistent link: https://www.econbiz.de/10011616983
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Spatial lag test with equal weights
Baltagi, Badi H.; Liu, Long - In: Economics letters 104 (2009) 2, pp. 81-82
Persistent link: https://www.econbiz.de/10003870169
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On the econometrics of the geometric lag model
Franses, Philip Hans; Oest, Rutger van - In: Economics letters 95 (2007) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
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Implementation lag and the investment decision
Sarkar, Sudipto; Zhang, Chuanqian - In: Economics letters 119 (2013) 2, pp. 136-140
Persistent link: https://www.econbiz.de/10009745850
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Lagged duration dependence in mixed proportional hazard models
Picchio, Matteo - In: Economics letters 115 (2012) 1, pp. 108-110
Persistent link: https://www.econbiz.de/10009615291
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The spatial time lag in panel data models
Tao, Ji; Yu, Jihai - In: Economics letters 117 (2012) 3, pp. 544-547
Persistent link: https://www.econbiz.de/10009679189
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A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P. - In: Economics letters 127 (2015), pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
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Discriminating between competing STAR models
Chen, Yi-ting - In: Economics letters 79 (2003) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001750930
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A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S. - In: Economics letters 168 (2018), pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235