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A maximum entropy approach to the specification of distributed lags
Theil, Henri; Fiebig, Denzil - In: Economics letters 7 (1981) 4, pp. 339-342
Persistent link: https://www.econbiz.de/10002902332
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The precision gain from adding an equation in joint linear estimation
Theil, Henri; Fiebig, Denzil - In: Economics letters 4 (1979) 3, pp. 257-259
Persistent link: https://www.econbiz.de/10002902665
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The precision gain from additional predictions
Theil, Henri; Fiebig, Denzil - In: Economics letters 5 (1980) 1, pp. 59-61
Persistent link: https://www.econbiz.de/10002902671
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Wild bootstrapping variance ratio tests
Kim, Jae H. - In: Economics letters 92 (2006) 1, pp. 38-43
Persistent link: https://www.econbiz.de/10003336500
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Common stocks as a hedge against inflation : evidence from century-long US data
Kim, Jae H.; Ryoo, Heajin H. - In: Economics letters 113 (2011) 2, pp. 168-171
Persistent link: https://www.econbiz.de/10009375564
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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995