Narrow search
Showing 1 - 10 of 141
Cover Image
Partial unit root and linear spurious regression : a Monte Carlo simulation study
Zhang, Lingxiang - In: Economics letters 118 (2013) 1, pp. 189-191
Persistent link: https://www.econbiz.de/10009706822
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
A note on the Cogley-Nason-Sims approach
Hussain, Syed M.; Liu, Lin - In: Economics letters 146 (2016), pp. 77-81
Persistent link: https://www.econbiz.de/10011619103
Cover Image
Testing for panel cointegration with a level break
Westerlund, Jaokim - In: Economics letters 91 (2006) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10003314915
Cover Image
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
Cover Image
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
Cover Image
Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
Cover Image
A note on the performance of Bover-Arellano discrete choice dynamic estimators
Ostrovsky, Yuri - In: Economics letters 93 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003391942
Cover Image
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G.; Smith, Jeremy; Giulietti, Monica - In: Economics letters 97 (2007) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10003575447
Cover Image
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666