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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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System GMM estimation of panel data models with time varying slope coefficients
Sato, Yoshihiro; Söderbom, Måns - 2013
Persistent link: https://www.econbiz.de/10010226546
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Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas; Okui, Ryo - 2020
Persistent link: https://www.econbiz.de/10012436115
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The fat tail of ARCH processes
Rogers, Alan J. - 1994
Persistent link: https://www.econbiz.de/10000887004
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Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R. - 1994
Persistent link: https://www.econbiz.de/10000895165
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OLS and instrumental variable price elasticity estimates for water in mixed-effects model under multiple tariff structure
Barkatullah, Nadira - 1996
Persistent link: https://www.econbiz.de/10000589128
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On stabilizing or deregulating food prices
Flåm, Sjur D. (contributor); Gaasland, Ivar (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003363177
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Power and robustness of alternative versions of the Goldfeld Quandt test
Dennis, Richard J.; Small, John P. - 1995
Persistent link: https://www.econbiz.de/10000932024
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The Hausman tests for cointegration
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000970127
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Aspects of non nested model testing within a general to specific methodology
Ham, Roger - 1997
Persistent link: https://www.econbiz.de/10000976219