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Testing for the sustainability of the current account deficit in two industrial countries
Wu, Jyh-lin - In: Economics letters 52 (1996) 2, pp. 193-198
Persistent link: https://www.econbiz.de/10001208403
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Estimation of the SUR Tobit model via the MCECM algorithm
Huang, Ho-chuan - In: Economics letters 64 (1999) 1, pp. 25-30
Persistent link: https://www.econbiz.de/10001399163
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Estimating dynamic panel data models : a guide for macroeconomics
Judson, Ruth A.; Owen, Ann L. - In: Economics letters 65 (1999) 1, pp. 9-15
Persistent link: https://www.econbiz.de/10001406355
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Can the intertemporal budget constraint explain the Feldstein-Horioka puzzle?
Jansen, Willem Jos - In: Economics letters 56 (1997) 1, pp. 77-83
Persistent link: https://www.econbiz.de/10001226414
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On the robustness of two alternatives to least squares : a Monte Carlo study
Phillips, Robert F. - In: Economics letters 56 (1997) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10001226462
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Censored probit models do not fail randomly : a Monte Carlo study
Butler, John S. - In: Economics letters 57 (1997) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001229595
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A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei - In: Economics letters 57 (1997) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D. - In: Economics letters 58 (1998) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
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The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour; Phillips, Garry D. A. - In: Economics letters 62 (1999) 2, pp. 167-174
Persistent link: https://www.econbiz.de/10001255469