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Economics letters
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ECONIS (ZBW)
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1
Modelling uncertainty : a recursive VAR bootstrapping approach
Peng, Amy
;
Yang, Ling
- In:
Economics letters
99
(
2008
)
3
,
pp. 478-481
Persistent link: https://www.econbiz.de/10003726217
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2
Non-linearity versus non-normality in real exchange rate dynamics
Arghyrou, Michael Georgiou
;
Gregoriou, Andros
- In:
Economics letters
100
(
2008
)
2
,
pp. 200-203
Persistent link: https://www.econbiz.de/10003768208
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3
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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4
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
Saved in:
5
Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Canepa, Alessandra
- In:
Economics letters
91
(
2006
)
3
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003333617
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6
Bootstrap tests of multiple inequality restrictions on variance ratios
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Economics letters
91
(
2006
)
3
,
pp. 343-348
Persistent link: https://www.econbiz.de/10003333629
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7
A model-free characterization of causality
Baghli, Mustapha
- In:
Economics letters
91
(
2006
)
3
,
pp. 380-388
Persistent link: https://www.econbiz.de/10003333643
Saved in:
8
Frequency domain bootstrap for the fractional cointegration regression
Gerolimetto, Margherita
- In:
Economics letters
91
(
2006
)
3
,
pp. 389-394
Persistent link: https://www.econbiz.de/10003333644
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9
Wild bootstrapping variance ratio tests
Kim, Jae H.
- In:
Economics letters
92
(
2006
)
1
,
pp. 38-43
Persistent link: https://www.econbiz.de/10003336500
Saved in:
10
Bootstrap bias-adjusted GMM estimators
Ramalho, Joaquim J. S.
- In:
Economics letters
92
(
2006
)
1
,
pp. 149-155
Persistent link: https://www.econbiz.de/10003336536
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