EconStor >

Search Results

 
for  

Results 241-250 of 541.


Item hits:

DateTitle Authors
2011 Bayesian estimation of a DSGE model with inventoriesFoerster, Marcel
2012 Testing weak cross-sectional dependence in large panelsPesaran, M. Hashem
2001 Specification and estimation of random effects models with serial correlation of general formSkoglund, Jimmy / Karlsson, Sune
2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlationSkoglund, Jimmy / Karlsson, Sune
2013 A new linear estimator for Gaussian dynamic term structure modelsDiez de los Rios, Antonio
2012 Robust standard errors in transformed likelihood estimation of dynamic panel data modelsHayakawa, Kazuhiko / Pesaran, M. Hashem
2004 Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU DataWilfling, Bernd / Trede, Mark
2014 Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial DataChristensen, Bent Jesper / Posch, Olaf / van der Wel, Michel
2009 A solution to the problem of too many instruments in dynamic panel data GMMMehrhoff, Jens
2004 Business Cycle Transmission from the US to Germany: a Structural Factor ApproachEickmeier, Sandra

Back 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 Next