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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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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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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.; Hördahl, Peter - 1994 - Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G. - 1994
Persistent link: https://www.econbiz.de/10000889238
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A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels; Hylleberg, Svend - 1994
Persistent link: https://www.econbiz.de/10000890354
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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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The Australian trade balance and current account in the long-run : a cointegration analysis
Bodman, Philip M. - 1994
Persistent link: https://www.econbiz.de/10000890501