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Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856
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The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C. - 1987
Persistent link: https://www.econbiz.de/10000741539
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A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia - 1985
Persistent link: https://www.econbiz.de/10000784838
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Estimation of disequilibrium models with autocorrelated disturbances
Bhaskara Rao, Buddhavarapu; Srivastava, Virendra K. - 1987
Persistent link: https://www.econbiz.de/10000729386
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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A bilinear model for heteroskedastic panel data
Cragg, John G. - 1987
Persistent link: https://www.econbiz.de/10000741512
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The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
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Vector autoregressions and reality
Runkle, David E. - 1987
Persistent link: https://www.econbiz.de/10000723646
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Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P. - 1985 - Rev
Persistent link: https://www.econbiz.de/10000689647