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Model specification and endogeneity
Nakamura, Alice Orcutt - In: Journal of econometrics 83 (1998) 1, pp. 213-237
Persistent link: https://www.econbiz.de/10001336947
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The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold - In: Journal of econometrics 83 (1998) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
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Identification and Kullback information in the GLSEM
Dhrymes, Phoebus J. - In: Journal of econometrics 83 (1998) 1, pp. 163-184
Persistent link: https://www.econbiz.de/10001336949
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Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply
Nerlove, Marc L. - In: Journal of econometrics 83 (1998) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10001336950
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Business cycle analysis without much theory : a look at structural VARs
Cooley, Thomas F. - In: Journal of econometrics 83 (1998) 1, pp. 57-88
Persistent link: https://www.econbiz.de/10001336952
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
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Econometric implications of the government budget constraint
Sims, Christopher A. - In: Journal of econometrics 83 (1998) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10001336954
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Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa - In: Journal of econometrics 90 (1999) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10001353772
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The Sato-Vartia index and the monotonicity axiom
Reinsdorf, Marshall B.; Dorfman, Alan H. - In: Journal of econometrics 90 (1999) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001353777
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The second moment and the autocovariance function of the squared errors of the GARCH model
Karanasos, Menelaos - In: Journal of econometrics 90 (1999) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10001353782