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Resolving the liquidity effect
Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54
Persistent link: https://www.econbiz.de/10001333486
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Short-term interest rates as subordinated diffusions
Conley, Timothy G.; Hansen, Lars Peter; Luttmer, Erzo … - In: The review of financial studies 10 (1997) 3, pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
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Choosing among multiple nonlinear non-nested regression models with different dependent variables : an application to money demand
Smith, Marlene A. - In: Economics letters 34 (1990) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10001096987
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A cointegration-based error correction approach to money demand : the case of Bangladesh
Kabir, Mohammad M. - In: Journal of economic development 17 (1992) 1, pp. 153-169
Persistent link: https://www.econbiz.de/10001137597
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Expected inflation rate, its variability, and desired real money demand in Pakistan : some alternative estimates using non-linear squares method
Burney, Nadeem A. - In: Pakistan economic and social review : incorporating the … 28 (1990) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10001117828
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Common trends analysis, long-run relations in the Nordic labour markets
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895837
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Simulation-based estimation of models with lagged latent variables
Laroque, Guy; Salanié, Bernard - 1993
Persistent link: https://www.econbiz.de/10000856406
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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A maximum likelihood type estimation method for a disequilibrium model with autocorrelated errors
Jung, Taeyong - 1991
Persistent link: https://www.econbiz.de/10000866743