Similar Search Results

Exploiting cross-section variation for unit root inference in dynamic data

Quah, Danny - In: Economics letters 44 (1994) 1, pp. 9-19

Persistent link: https://www.econbiz.de/10001164052

An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data

Quah, Danny - In: Economics letters 33 (1990) 2, pp. 133-140

Persistent link: https://www.econbiz.de/10001088187

Galton's fallacy and tests of the convergence hypothesis

Quah, Danny - In: The Scandinavian journal of economics 95 (1993) 4, pp. 427-443

Persistent link: https://www.econbiz.de/10001331435

The relative importance of permanent and transitory components : identification and some theoretical bounds

Quah, Danny - 1991

Persistent link: https://www.econbiz.de/10013452203

Exploiting cross section variation for unit root inference in dynamic data

Quah, Danny - 1993

Persistent link: https://www.econbiz.de/10000887862

Exploiting cross section variation for unit root inference in dynamic data

Quah, Danny - 1993

Persistent link: https://www.econbiz.de/10000875070

Hypothesis testing with restricted spectral density matrices, with an application to uncovered interest parity

Itō, Takatoshi - In: International economic review 30 (1989) 1, pp. 203-215

Persistent link: https://www.econbiz.de/10001060563

Estimation and Hypothesis Testing with Restricted Spectral Density Matrices : an Application to Uncovered Interest Parity

Quah, Danny; Ito, Takatoshi - 2021

This paper explores an econometric estimation technique for dynamic linear models. The method combines the analytics of moving average solutions to dynamic models together with computational advantages of the Whittle likelihood. A hypothesis of interest to international and financial economists...

Persistent link: https://www.econbiz.de/10013246306

Estimation and Hypothesis Testing with Restricted Spectral Density Matrices : An Application to Uncovered Interest Parity

Quah, Danny - 1989

Persistent link: https://www.econbiz.de/10012475956

Exploiting cross section variation for unit root inference in dynamic data

Quah, Danny - 1993

Persistent link: https://www.econbiz.de/10013359793