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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan; Boswijk, Herman Peter - In: Economics letters 122 (2014) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010395161
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Diagnostic checking of Markov multiplicative error models
Guo, Bin; Li, Shuo - In: Economics letters 170 (2018), pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
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Missing wages : how to test for biased estimates in wage functions?
Fertig, Michael; Görlitz, Katja - In: Economics letters 118 (2013) 2, pp. 269-271
Persistent link: https://www.econbiz.de/10009706796
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Bias in reduced-form estimates of pass-through
MacKay, Alexander; Miller, Nathan H.; Remer, Marc; … - In: Economics letters 123 (2014) 2, pp. 200-202
Persistent link: https://www.econbiz.de/10010400296
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First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
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Bias-corrected estimation of panel vector autoregressions
Dhaene, Geert; Jochmans, Koen - In: Economics letters 145 (2016), pp. 98-103
Persistent link: https://www.econbiz.de/10011618237
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Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen - In: Economics letters 212 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013442037
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A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos; Xie, Sihong; Yao, Feng - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466389