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Asymptotic least-squares estimation efficiency considerations and applications

Kodde, David A. - In: Journal of applied econometrics 5 (1990) 3, pp. 229-243

Persistent link: https://www.econbiz.de/10001091947

A parametric test of the negativity of the substitution matrix

Kodde, David A. - In: Journal of applied econometrics 2 (1987) 3, pp. 227-235

Persistent link: https://www.econbiz.de/10001078463

GARCH models of volatility

Palm, Franz C. - 1996

Persistent link: https://www.econbiz.de/10001320260

Testing for common cycles in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000981783

Permanent-transitory decomposition in VAR models with cointegration and common cycles

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000989790

Generalized least squares estimation of linear models containing rational future expectations

Nijman, Theodore E.; Palm, Franz C. - 1989

Persistent link: https://www.econbiz.de/10000782857

Stochastic implications of the life cycle consumption model under rational habit formation

Winder, Carlo C. A. - In: Recherches économiques de Louvain 62 (1996) 3, pp. 403-412

Persistent link: https://www.econbiz.de/10001335576

Generalized least squares estimation of linear models containing rational future expectations

Nijman, Theodore E. - In: International economic review 32 (1991) 2, pp. 383-389

Persistent link: https://www.econbiz.de/10001105415

Consistent estimation of regression models with incompletely observed exogenous variables

Nijman, Theodore E. - In: Annales d'économie et de statistique (1988), pp. 151-175

Persistent link: https://www.econbiz.de/10001076721

Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002

The aim of this paper is to study the concept of separability in multiple nonstationary time series displaying both common stochastic trends and common stochastic cycles. When modeling the dynamics of multiple time series for a panel of several entities such as countries, sectors, firms,...

Persistent link: https://www.econbiz.de/10011409009