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Small-sample inference with spatial HAC estimators
Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
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On the use of robust regression in econometrics
Baldauf, Markus; Silva, João Santos - In: Economics letters 114 (2012) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10009517264
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Comparisons of stationary distributions of linear models
Zhu, Shenghao - In: Economics letters 119 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10009745737
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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Noh, Jungsik; Lee, Seung Yong; Lee, Sangyeol - In: Economics letters 117 (2012) 3, pp. 734-738
Persistent link: https://www.econbiz.de/10009680721
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The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237
Persistent link: https://www.econbiz.de/10003768237
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On the existence of the maximum likelihood estimates in Poisson regression
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 107 (2010) 2, pp. 310-312
Persistent link: https://www.econbiz.de/10003992339
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64
Persistent link: https://www.econbiz.de/10011982927