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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - 2015
Persistent link: https://www.econbiz.de/10011781225
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Parametric and semiparametric estimation of the binary response model of labor market participation
Gerfin, Michael - 1993
Persistent link: https://www.econbiz.de/10000146763
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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147717
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New methods for estimating nonlinear continuous time interest rate processes
Mella-Barral, Pierre; Perraudin, William R. M. - 1994
Persistent link: https://www.econbiz.de/10000147754
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Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi; Chang, Dongkoo - 1993
Persistent link: https://www.econbiz.de/10000147941
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele; Maravall, Agustín - 1994
Persistent link: https://www.econbiz.de/10000147942
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Cointegration and an error correction model of money demand for Australia
Lim, Lee K. - 1994
Persistent link: https://www.econbiz.de/10000147977
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RUM, a recursive update putty-semi-putty vintage production model : sectoral estimation results for Germany and the Netherlands
Meijers, Huub; Zon, Adriaan van - 1994
Persistent link: https://www.econbiz.de/10000148214
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The estimation of poverty-dynamics using different household income measures
Rendtel, Ulrich; Langeheine, Rolf; Berntsen, Roland - 1992
Persistent link: https://www.econbiz.de/10000415106