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The stochastic coefficients approach to econometric modeling, part II: description and motivation
Swamy, P.A.V.B.; Conway, Roger K.; Leblanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005721024
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The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models
Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005721198
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Co-integration: is it a property of the real world?
Swamy, P.A.V.B.; Muehlen, Peter von zur; Mehta, J.S. - Federal Reserve Board (Board of Governors of the … - 1989
Persistent link: https://www.econbiz.de/10005720992
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On a problem in identifying linear parametric models
Swamy, P.A.V.B.; Muehlen, Peter von zur - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005721177
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On a problem in identifying linear parametric models
Swamy, P.A.V.B.; Muehlen, Peter von zur - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005393851
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Further thoughts on testing for casuality with econometric models
Swamy, P.A.V.B.; Muehlen, P. von zur - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005514811
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Finite sample properties of Theil's measure of multicollinearity effect
Mehta, J.S.; Swamy, P.A.V.B. - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005724041