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Amemiya's PGLS for two error components models with a heteroskedastic error component
Yoshida, Atsushi - 1992
Persistent link: https://www.econbiz.de/10000859994
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Ein adaptiver Test auf der Basis des Bootstraps im Zweistichproben-Lageproblem
Müller, Uwe - 1993
Persistent link: https://www.econbiz.de/10000860039
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Cointegration and dynamic specification
Marques, Carlos Robalo - 1992
Persistent link: https://www.econbiz.de/10000860185
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Estimation of neural network models
Kuan, Chung-ming - 1989
Persistent link: https://www.econbiz.de/10000860246
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Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael; Suonperä, Antti - 1993
Persistent link: https://www.econbiz.de/10000860418
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Multivariate plug-in bandwidth selection
Wand, M. P.; Jones, M. C. - 1993
Persistent link: https://www.econbiz.de/10000861201
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Technical efficiency in Korea
Yoo, Seong-min - 1991
Persistent link: https://www.econbiz.de/10000861364