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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093
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Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka - 1983
Persistent link: https://www.econbiz.de/10000420377
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Sind Nachfragetheorie und Empirie unvereinbar? : Ein Beitrag zum Test auf Homogenität und auf Symmetrie
Recke, Guido - 1995
Persistent link: https://www.econbiz.de/10000909066
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Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A.; Mora, Juan - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000951716
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000986532
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000968763
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Note on error density estimation in nonparametric regression and application to income data
Li, Zhu-yu - 1997
Persistent link: https://www.econbiz.de/10000971076
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119