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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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Exploiting cross section variation for unit root inference in dynamic data
Quah, Danny - 1993
Persistent link: https://www.econbiz.de/10000887862
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Kointegration und Granger-Kausalität : empirische Analysen der tariflichen Einkommen in der Bundesrepublik Deutschland
Lob, Matthias - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000887949
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A nonparamatric analysis of the source and nature of technical change : the case of US agriculture
Chavas, Jean-Paul; Aliber, Michael; Cox, Thomas Lee - 1994
Persistent link: https://www.econbiz.de/10000887953
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A primal-dual approach to nonparametric productivity analysis : the case of US agriculture
Chavas, Jean-Paul; Cox, Thomas Lee - 1994
Persistent link: https://www.econbiz.de/10000887955
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Two-stage versus sequential sample-size determination in regression analysis of simulation experiments
Kleijnen, Jack P. C.; Groenendaal, Willem J. van - 1994
Persistent link: https://www.econbiz.de/10000888084
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The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.; Bartels, Robert; Krämer, Walter - 1993
Persistent link: https://www.econbiz.de/10000888087
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Canonical correlation analysis of cointegrated processes
Yang, Minxian - 1994
Persistent link: https://www.econbiz.de/10000888618
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Economic aggregates - indicators of DAX development?
Röck, Bernhard - 1993
Persistent link: https://www.econbiz.de/10000888667