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233
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198
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194
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186
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153
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151
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137
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136
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133
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132
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132
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129
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129
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128
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127
Haufler, Andreas
125
Heckman, James J.
124
Saint-Paul, Gilles
122
Creedy, John
121
Verhoef, Erik T.
118
McAleer, Michael
117
Aizenman, Joshua
113
Dette, Holger
113
Grossman, Gene M.
113
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113
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111
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111
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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53
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ECONIS (ZBW)
116,088
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1
Threshold autoregression with a near unit root
Caner, Mehmet
;
Hansen, Bruce E.
-
1998
Persistent link: https://www.econbiz.de/10000168269
Saved in:
2
The grid bootstrap and the autoregressive model
Hansen, Bruce E.
-
1998
Persistent link: https://www.econbiz.de/10000168271
Saved in:
3
A simple variable selection techniques for nonlinear models
Rech, Gianluigi
;
Teräsvirta, Timo
;
Tschernig, Rolf
-
1999
Persistent link: https://www.econbiz.de/10000168492
Saved in:
4
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
5
A model specification test
Bartels, Knut
-
1998
Persistent link: https://www.econbiz.de/10000168647
Saved in:
6
Terms-of-trade uncertainty and economic growth : are risk indicators significant in growth regressions?
Mendoza, Enrique G.
-
1994
Persistent link: https://www.econbiz.de/10000904208
Saved in:
7
Raking and regression
Imbens, Guido
;
Hellerstein, Judith K.
-
1993
Persistent link: https://www.econbiz.de/10000876518
Saved in:
8
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
9
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
Saved in:
10
Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe
;
Mármol, Francesc
-
1998
Persistent link: https://www.econbiz.de/10000982033
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