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The optimal critical value of a pre-test for an inequality restriction in a mis-specified regression model
Wan, Alan T. K. - 1994
Persistent link: https://www.econbiz.de/10000894252
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894482
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Modelling wages subject to both contracted increments and drift by means of a simultaneous-equations model with non-standard error structure
Rahiala, Markku; Kovalainen, Tapani - 1994
Persistent link: https://www.econbiz.de/10000894594
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R. - 1994
Persistent link: https://www.econbiz.de/10000895165
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Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R. - 1994
Persistent link: https://www.econbiz.de/10000895467
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Efficient semiparametric estimation in a class of single-index models
Bonneu, M.; Delecroix, Michel; Hristache, Marian - 1994
Persistent link: https://www.econbiz.de/10000895477
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Bayesian predictors for an AR(1) error model
Griffiths, William E. - 1994
Persistent link: https://www.econbiz.de/10000895578
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692