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Exact test for breaks in covariance in multivariate regressions
Khalaf, Lynda; Kichian, Maral - In: Economics letters 95 (2007) 2, pp. 241-246
Persistent link: https://www.econbiz.de/10003460432
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Trade as a threshold variable for multiple regimes
Papageorgiou, Chris - In: Economics letters 77 (2002) 1, pp. 85-91
Persistent link: https://www.econbiz.de/10001698645
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Exponential regression of dynamic panel data models
Kitazawa, Yoshitsugu - In: Economics letters 73 (2001) 1, pp. 7-13
Persistent link: https://www.econbiz.de/10001613309
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Improving the estimation precision for a selected parameter in multiple regression analysis : an algebraic approach
Huang, Ju-chin - In: Economics letters 62 (1999) 3, pp. 261-264
Persistent link: https://www.econbiz.de/10001398676
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Measuring instrument relevance in the single endogenous regressor-multiple instruments case : a simplifying procedure
Davis, George C.; Kim, Sung-Yong - In: Economics letters 74 (2002) 3, pp. 321-325
Persistent link: https://www.econbiz.de/10001654059
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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