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Seasonal unit-root tests on Canadian macroeconomic time series
Otto, Glenn D. - In: Economics letters 34 (1990) 2, pp. 117-120
Persistent link: https://www.econbiz.de/10001096995
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How big is the random walks in macroeconomic time series : variance ratio tests
Malliaris, Anastasios G. - In: Economics letters 34 (1990) 2, pp. 113-116
Persistent link: https://www.econbiz.de/10001096996
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The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
Frank, Murray Z. - In: Economics letters 1 (1988), pp. 11-14
Persistent link: https://www.econbiz.de/10001075192
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene - In: Economics letters 20 (1986) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
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Repeated stochastic tree problems
Ye, Meng-hua - In: Economics letters 20 (1986) 2, pp. 117-119
Persistent link: https://www.econbiz.de/10001008744
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Predicted and actual frequencies in binomial response models
Lien, Da-hsiang Donald - In: Economics letters 20 (1986) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10001008793
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Moments of ordered bivariate log normal distributions
Lien, Da-hsiang Donald - In: Economics letters 20 (1986) 1, pp. 45-47
Persistent link: https://www.econbiz.de/10001008794
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Estimating the variability of the Stein estimator by bootstrap
Yi, Gang - In: Economics letters 37 (1991) 3, pp. 293-298
Persistent link: https://www.econbiz.de/10001114214
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A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol - In: Economics letters 37 (1991) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001114216