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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
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Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
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Empirical size and power of some diagnostic tests applied to a distributed lag model
Hatzinikolaou, Dimitris; Stavrakoudis, Athanassios - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 631-643
Persistent link: https://www.econbiz.de/10003352682
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Linear approximations to the quadratic almost ideal demand system
Matsuda, Toshinobu - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 663-675
Persistent link: https://www.econbiz.de/10003352685
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Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
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Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
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Semiparametric estimation of conditional mean functions with missing data : combining parametric moments with matching
Frölich, Markus - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 333-367
Persistent link: https://www.econbiz.de/10003333353
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A guide to the computation of stationarity tests
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 433-448
Persistent link: https://www.econbiz.de/10003333489
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A note on the use of the LLC panel unit root test
Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 517-531
Persistent link: https://www.econbiz.de/10003900930