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Orthogonal regression models and the distribution of non-nested tests
Michelis, Leo - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001220371
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The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo - In: Journal of econometrics 93 (1999) 2, pp. 369-401
Persistent link: https://www.econbiz.de/10001406666
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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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The transition to a new inflation rate in models with habit formation
Mansoorian, Arman; Michelis, Leo - In: Economics letters 91 (2006) 1, pp. 56-60
Persistent link: https://www.econbiz.de/10003314984
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Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints
Mansoorian, Arman; Michelis, Leo - In: Economics letters 107 (2010) 2, pp. 246-148
Persistent link: https://www.econbiz.de/10003991954
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Savings, investment, employment, and inflation in a small open economy with habit persistence
Mansoorian, Arman; Michelis, Leo; Mohsin, Mohammed - In: Macroeconomic dynamics 14 (2010) 3, pp. 365-387
Persistent link: https://www.econbiz.de/10003981118
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Money, capital, and real liquidity effects with habit formation
Mansoorian, Arman; Michelis, Leo - In: The Canadian journal of economics 38 (2005) 2, pp. 430-453
Persistent link: https://www.econbiz.de/10002834456
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Money, habits and growth
Mansoorian, Arman; Michelis, Leo - In: Journal of economic dynamics & control 29 (2005) 7, pp. 1267-1285
Persistent link: https://www.econbiz.de/10002931733
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A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10001147591
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G. - 1998
Persistent link: https://www.econbiz.de/10000986762