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The sensitivity of empirical studies to alternative measures of the monetary base and reserves

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 78 (1996) 6, pp. 51-69

Persistent link: https://www.econbiz.de/10001220715

Do real exchange rates have autoregressive unit roots? : A test under the alternative of long memory and breaks

Dueker, Michael; Serletis, Apostolos - 2000

Persistent link: https://www.econbiz.de/10001591349

The practice boundaries of advanced practice nurses : an economic and legal analysis

Dueker, Michael; Spurr, Stephen J.; Jacox, Ada K.; … - 2005

Persistent link: https://www.econbiz.de/10003344903

Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications

Dueker, Michael (contributor); Sola, Martin (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001983084

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Dueker, Michael (contributor) - 2005

"A pair of simple modifications to the Kalman filter recursions makes possible the filtering of models in which one or more state variables is truncated normal. Such recursions are broadly applicable to macroeconometric models that have one or more probit-type equation, such as vector...