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Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - In: Oxford bulletin of economics and statistics 85 (2023) 2, pp. 304-330
Persistent link: https://www.econbiz.de/10014304383
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Special issue on encompassing
Hendry, David F. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003784083
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A coincident index, common factors, and monthly real GDP
Mariano, Roberto S.; Murasawa, Yasutomo - In: Oxford bulletin of economics and statistics 72 (2010) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10003945132
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On maximum likelihood estimation of dynamic panel data models
Bun, Maurice J. G.; Carree, Martin Anthony; Juodis, Artūras - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 463-494
Persistent link: https://www.econbiz.de/10011772020
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Inference in misspecified GARCH-M models
Smallwood, Aaron D. - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
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The identification of a mixture of first-order binary Markov Chains
Browning, Martin James; Carro, Jesus M. - In: Oxford bulletin of economics and statistics 75 (2013) 3, pp. 455-459
Persistent link: https://www.econbiz.de/10009754600
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Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Bessec, Marie; Bouabdallah, Othman - In: Oxford bulletin of economics and statistics 77 (2015) 3, pp. 360-384
Persistent link: https://www.econbiz.de/10011383896
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Specification testing of Markov switching models
Breunig, Robert; Najarian, Serinah; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 703-725
Persistent link: https://www.econbiz.de/10001859716