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A note on proxy variables in r...
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191
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
192
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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193
Estimating the error variance after a pre-test for an inequality restriction on the coefficients
Wan, Alan T. K.
-
1994
Persistent link: https://www.econbiz.de/10000894251
Saved in:
194
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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195
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
Saved in:
196
Dynamic count data models of technological innovation
Blundell, Richard W.
;
Griffith, Rachel
;
Van Reenen, John
-
1994
Persistent link: https://www.econbiz.de/10000894363
Saved in:
197
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
198
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
Saved in:
199
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
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200
Present value for a stochastic interest rate
Gay, Roger
-
1994
Persistent link: https://www.econbiz.de/10000894835
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