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CALCULATING THE (LOCAL) SEMIPARAMETRIC EFFICIENCY BOUNDS FOR THE GENERATED REGRESSORS PROBLEMS.
RILSTONE, P. - Laval - Laboratoire Econometrie - 1990
Persistent link: https://www.econbiz.de/10005661222
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Multilateral Exchange Rate Determination: a Model for the Analysis of the European Monetary System
Basevi, G.; Calzolari, M. - Département de Sciences Économiques, Université de … - 1982
Persistent link: https://www.econbiz.de/10005729687
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Choosing the Right Error in Term Structure Models.
Bobadilla, G.F. - Centro de Estudios Monetarios y Financieros (CEMFI) - 1999
We study the influence of measurement error specification on estimation results in the context of continuous-time models of the term structure of interest rates. For this purpose, we estimate a two-factor mean-reverting stochastic model of the recent evolution of the Spanish term structure. The...
Persistent link: https://www.econbiz.de/10005625749
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ON THE ESTIMATION OF VARIANCES IN ERROR COMPONENTS MODELS.
BOLDUC, D.; LAFERRIERE, R. - Laval - Laboratoire Econometrie - 1989
Persistent link: https://www.econbiz.de/10005625792
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Consumption, Income, Wealth and Household Debt - n Econometric Analysis of the Swedish Experience 1970- 1992.
Berg, L.; Bergstrom, R. - Nationalekonomiska Institutionen, Uppsala Universitet - 1993
Persistent link: https://www.econbiz.de/10005669566
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ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.; TSE, Y.K. - Institute of Social and Economic Research (ISER), Osaka … - 1989
Persistent link: https://www.econbiz.de/10005670077
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The Long Memory of the Foreward Premium.
Baillie, R.T.; Bollerslev, T. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671961
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Cointegration, Fractional Cointegration, and Exchange RAte Dynamics.
Baillie, R.T.; Bollerslev, T. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671969
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On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives.
Lee, D.; Schmidt, P. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671977
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on the Power of Dickey-Fuller Unit Root Tests Against Stationary Fractionally-Integrated Alternatives.
Lee, D. - Economics Department, Michigan State University - 1993
Persistent link: https://www.econbiz.de/10005671978