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Measuring potential output within a state-space framework
Kichian, Maral - 1999
Persistent link: https://www.econbiz.de/10001392994
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Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda; Kichian, Maral; Saunders, Charles J.; … - In: Journal of econometrics 220 (2021) 2, pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
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Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Dufour, Jean-Marie - In: The Canadian journal of economics 28 (1995) 3, pp. 718-721
Persistent link: https://www.econbiz.de/10001347494
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Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie - In: Model reliability, (pp. 18-61). 1986
Persistent link: https://www.econbiz.de/10001274969
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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513075
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The demand for money during the German hyperinflation : a recursive stability analysis
Dufour, Jean-Marie - 1982
Persistent link: https://www.econbiz.de/10000809014
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Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie - 1986
Persistent link: https://www.econbiz.de/10000714605
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Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie - 1986
Persistent link: https://www.econbiz.de/10000714633