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Estimating the long rate and its volatility
Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
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Bayesian endogeneity bias modeling
Montes-Rojas, Gabriel; Galvão Júnior, Antônio Fialho - In: Economics letters 122 (2014) 1, pp. 36-39
Persistent link: https://www.econbiz.de/10010393981
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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
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Panel threshold spatial Durbin models with individual fixed effects
Wei, Lili; Zhang, Chunli; Su, Jen-je; Yang, Lixiong - In: Economics letters 201 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012606957
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A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang - In: Economics letters 228 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
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Endogeneity in stochastic frontier models : Copula approach without external instruments
Tran, Kien; Tsionas, Efthymios G. - In: Economics letters 133 (2015), pp. 85-88
Persistent link: https://www.econbiz.de/10011432003
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Estimation of spatial panel data models with time varying spatial weights matrices
Wang, Wei; Yu, Jihai - In: Economics letters 128 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011383029
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Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: Economics letters 138 (2016), pp. 19-21
Persistent link: https://www.econbiz.de/10011615340