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1
Refining the Carlson-Parkin method
Löffler, Gunter
- In:
Economics letters
64
(
1999
)
2
,
pp. 167-171
Persistent link: https://www.econbiz.de/10001399225
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2
Testing for cointegration : power versus frequency of observation
Hooker, Mark Allan
- In:
Economics letters
41
(
1993
)
4
,
pp. 359-362
Persistent link: https://www.econbiz.de/10001144902
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3
Residual based tests for cointegration : a Monte Carlo study of size distortions
Haug, Alfred Albert
- In:
Economics letters
41
(
1993
)
4
,
pp. 345-351
Persistent link: https://www.econbiz.de/10001144909
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4
A
simulation
model of saving, residential choice, and bequests of the Japanese elderly
Dekle, Robert
- In:
Economics letters
2
(
1989
),
pp. 129-133
Persistent link: https://www.econbiz.de/10001063014
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5
On the power of unit root tests against fractional alternatives
Hassler, Uwe
- In:
Economics letters
45
(
1994
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001162401
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6
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models
Psaradakis, Zacharias G.
- In:
Economics letters
45
(
1994
)
2
,
pp. 137-144
Persistent link: https://www.econbiz.de/10001163982
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7
A note on the estimation of models with sample-selection biases
Nawata, Kazumitsu
- In:
Economics letters
42
(
1993
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10001149239
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8
Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha
- In:
Economics letters
55
(
1997
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10001225291
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9
Monte Carlo evaluation of multivariate student's t probabilities
Vijverberg, Wim P. M.
- In:
Economics letters
52
(
1996
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001207407
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10
Comparing cointegrating regression estimators : some additional Monte Carlo results
García Montalvo, José
- In:
Economics letters
48
(
1995
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001184873
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