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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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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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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
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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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Dynamic count data models of technological innovation
Blundell, Richard W.; Griffith, Rachel; Van Reenen, John - 1994
Persistent link: https://www.econbiz.de/10000894363
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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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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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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835