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A study cointegration procedures with an application to money demand in Peru
Ghezzi, Piero; Zanforlin, Luisa - 1991
Persistent link: https://www.econbiz.de/10000830044
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Consistent oil covariance estimator and misspecification test for models with stationary errors of unspecified form
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000831375
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Essays in applied econometrics
Hassett, Kevin A. - 1989
Persistent link: https://www.econbiz.de/10000832497
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik - 1990
Persistent link: https://www.econbiz.de/10000834659
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000834763
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Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance - 1990
Persistent link: https://www.econbiz.de/10000836340
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Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim - 1992
Persistent link: https://www.econbiz.de/10000836507
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A comparison of aggregate and disaggregate estimators for panel data models with measurement errors
Biørn, Erik - 1990
Persistent link: https://www.econbiz.de/10000837664
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Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J. - 1991
Persistent link: https://www.econbiz.de/10000839214