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Causality tests in the case of cointegrated variables : a Monte Carlo analysis
Pizarro Rios, Juan V. - 1994
Persistent link: https://www.econbiz.de/10000894032
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Model selection criteria and the non-parametric estimation of technical progress
Fox, Kevin J. - 1994
Persistent link: https://www.econbiz.de/10000894248
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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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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047
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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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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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Amemiya's PGLS for nonlinear two error components models
Yoshida, Atsushi - 1993
Persistent link: https://www.econbiz.de/10000867800
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Bewertung und Vergleich explorativer Regressions- und Zeitreihenmethoden : eine Simulationsstudie
Schief, Gunnar - 1993
Persistent link: https://www.econbiz.de/10000868222