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A reassessment of the finance & growth nexus using Monte Carlo evidence
Franz, Thorsten - In: Essays on empirical macro-finance, (pp. 86-123). 2018
Persistent link: https://www.econbiz.de/10012169601
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Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
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Essays in econometrics
Hosseinkouchack, Mehdi - 2011
Persistent link: https://www.econbiz.de/10009375590
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
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Maximum empirical likelihood estimation of the spatial lag autoregressive model
Lambert, Dayton M. - In: Progress in economics research 25 (2012), pp. 165-176
Persistent link: https://www.econbiz.de/10009552277
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A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
Zhou, Hao - 2000
Persistent link: https://www.econbiz.de/10001534443
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - 2002
Persistent link: https://www.econbiz.de/10001738065
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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Finite sample properties of the efficient method of moments
Chumacero, Rómulo A. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 2, pp. 35-51
Persistent link: https://www.econbiz.de/10001769659
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Panel data econometrics : methods-of-moments and limited dependent variables
Lee, Myoung-jae - 2002
Persistent link: https://www.econbiz.de/10001669629