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Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - 1990
Persistent link: https://www.econbiz.de/10000129394
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000129433
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A test of an interest rate contingent claims market
Rindell, Krister - 1991
Persistent link: https://www.econbiz.de/10000130001
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A note on minimax estimation in linear regression
Schmidt, Karsten - 1991
Persistent link: https://www.econbiz.de/10000130404
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Reducing the maximum risk of regression estimators by polyhedral projection
Schmidt, Karsten; Stahlecker, Peter - 1991
Persistent link: https://www.econbiz.de/10000130405
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Sources of bias in women's wage equations : results using sibling data
Neumark, David; Korenman, Sanders - 1992
Persistent link: https://www.econbiz.de/10000136629
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136752
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Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.; Giles, David E. A.; Giles, David E. - 1987
Persistent link: https://www.econbiz.de/10000092042
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Statistical estimation of linear economic relationships : distributed lags and simultaneous equations
Gupta, Yash P. - 1971
Persistent link: https://www.econbiz.de/10000049058
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CEPG model of the UK economy technical manual : [Tab.]
Coutts, K. J.; Cripps, Timothy F.; Anyadike-Danes, M. - 1981 - 7. ed
Persistent link: https://www.econbiz.de/10000317364