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A bivariate zero-inflated count data regression model with unrestricted correlation
Gurmu, Shiferaw; Elder, John - In: Economics letters 100 (2008) 2, pp. 245-248
Persistent link: https://www.econbiz.de/10003768241
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Serial and spatial error correlation
Elhorst, J. Paul - In: Economics letters 100 (2008) 3, pp. 422-424
Persistent link: https://www.econbiz.de/10003768852
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A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
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Propagation through endogenous investment-specific technological change
Huffman, Gregory W. - In: Economics letters 84 (2004) 2, pp. 191-197
Persistent link: https://www.econbiz.de/10002116222
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The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
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The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model
Lee, Jim - In: Economics letters 91 (2006) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003315119
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Functional form and spatial dependence in dynamic panels
Yang, Zhenlin; Li, Chenwei; Tse, Yiu Kuen - In: Economics letters 91 (2006) 1, pp. 138-145
Persistent link: https://www.econbiz.de/10003315129
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The exchange rate-interest differential relationship in six East Asian countries
Bautista, Carlos C. - In: Economics letters 92 (2006) 1, pp. 137-142
Persistent link: https://www.econbiz.de/10003336534
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Correlation of business cycles in the euro zone
Gonçalves, Carlos Eduardo Soares; Rodrigues, Mauro; … - In: Economics letters 102 (2009) 1, pp. 56-58
Persistent link: https://www.econbiz.de/10003822216
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Economic integration and the comovement of stock returns
Tavares, José - In: Economics letters 103 (2009) 2, pp. 65-67
Persistent link: https://www.econbiz.de/10003846681