Similar Search Results

Impulse Response Analysis of Vector Autoregressive Processes

LÜTKEPOHL, H.; BREITUNG, J. - Sonderforschungsbereich 373, Quantifikation und … - 1996

Persistent link: https://www.econbiz.de/10010983659

TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108

Persistent link: https://www.econbiz.de/10007896792

UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION

Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10007896797

Discussion of "generalized estimating equations: Notes on the choice of the working correlation matrix"

Breitung, J.; Chaganty, N. R.; Daniel, R. M.; Kenward, M. G. - 2010

To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens “Generalized Estimating Equations: Notes on the Choice of the Working Correlation Matrix”. Methods: Inviting an international group of experts to comment on...

Persistent link: https://www.econbiz.de/10009448369