Narrow search
Showing 1 - 10 of 34
Cover Image
Measuring the impact of monetary policy attention on global asset volatility using search data
Wohlfarth, Paul - In: Economics letters 173 (2018), pp. 15-18
Persistent link: https://www.econbiz.de/10012022864
Cover Image
An omnibus test for heteroskedasticity
Luger, Richard - In: Economics letters 106 (2010) 1, pp. 22-24
Persistent link: https://www.econbiz.de/10003931126
Cover Image
Restoring monotone power in the CUSUM test
Andreou, Elena - In: Economics letters 98 (2008) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10003623894
Cover Image
Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
Cover Image
Normality test for multivariate conditional heteroskedastic dynamic
Lee, Sangyeol; Ng, Chi Tim - In: Economics letters 111 (2011) 1, pp. 75-77
Persistent link: https://www.econbiz.de/10009241338
Cover Image
Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 112 (2011) 2, pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
Cover Image
HAC estimation in spatial panels
Moscone, Francesco; Tosetti, Elisa - In: Economics letters 117 (2012) 1, pp. 60-65
Persistent link: https://www.econbiz.de/10009697946
Cover Image
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
Cover Image
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa - In: Economics letters 123 (2014) 3, pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
Cover Image
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