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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Modelling wages subject to both contracted increments and drift by means of a simultaneous-equations model with non-standard error structure
Rahiala, Markku; Kovalainen, Tapani - 1994
Persistent link: https://www.econbiz.de/10000894594
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Econometric modelling of long-run relations and common trends : theory and applications
Jusélius, Katarina (contributor) - 1994
Persistent link: https://www.econbiz.de/10000895833
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Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - 1994
Persistent link: https://www.econbiz.de/10000896902
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A simple LM test for zoro correlation in the censored bivariate probit model
Murphy, Anthony - 1994
Persistent link: https://www.econbiz.de/10000898472
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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Are OLS estimates of the return to schooling biased downward? : Another look
Blackburn, McKinley L.; Neumark, David - 1993
Persistent link: https://www.econbiz.de/10000855472
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GNP growth accounting in the open economy : parametric and nonparametric estimates for Switzerland
Kohli, Ulrich R. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000868037
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Estimation of Australian wool and lamb production technologies : an error components approach
O'Donnell, Christopher John; Woodland, Alan D. - 1993
Persistent link: https://www.econbiz.de/10000868213