EconStor >

Search Results

 
for  

Results 41-50 of 456.


Item hits:

DateTitle Authors
2012 Improved likelihood ratio tests for cointegration rank in the VAR modelBoswijk, H. Peter / Jansson, Michael / Ørregaard Nielsen, Morten
2009 Simple regression based tests for spatial dependenceBorn, Benjamin / Breitung, Jörg
2009 How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?Bjerk, David
2010 Testing for structural breaks at unknown time: A steeplechaseEl-Shagi, Makram / Giesen, Sebastian
2011 Testing functional inequalitiesLee, Sokbae / Song, Kyungchul / Whang, Yoon-Jae
2002 Financial Instability and Monetary Policy: The Swedish EvidenceBergman, U. Michael / Hansen, Jan
2005 Bayesian Inference of General Linear Restrictions on the Cointegration SpaceVillani, Mattias
2010 Is it different for zeros? Discriminating between models for non-negative data with many zerosSilva, J. M. C. Santos / Tenreyro, Silvana / Windmeijer, Frank
2010 Spatial circular matrices, with applicationsHillier, Grant / Martellosio, Federico
2009 Adaptive rate-optimal detection of small autocorrelation coefficientGuay, Alain / Guerre, Emmanuel / Lazarová, Štepána

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Next