Results 21-30 of 418.
|2003 ||Testing the unit root hypothesis against the logistic smooth transition autoregressive model||Eklund, Bruno
|2012 ||Testing for nonparametric identification of causal effects in the presence of a quasi-instrument||DeLuna, Xavier / Johansson, Per
|2003 ||Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based tests||Kapetanios, George / Weeks, Melvyn J.
|2011 ||The rank of a system of engel curves: How many common factors?||Barigozzi, Matteo / Moneta, Alessio
|2008 ||Testing for granger (non-) causality in a time varying coefficient VAR model||Christopoulos, Dimitris K. / León-Ledesma, Miguel
|2012 ||Consistent estimation of pseudo panels in the presence of selection bias||Mora Rodriguez, Jhon James / Muro, Juan
|2007 ||Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected||Mayr, Johannes / Ulbricht, Dirk
|2003 ||Measuring the Discriminative Power of Rating Systems||Engelmann, Bernd / Hayden, Evelyn / Tasche, Dirk
|2009 ||New Keynesian versus old Keynesian government spending multipliers||Cogan, John F. / Cwik, Tobias J. / Taylor, John B. / Wieland, Volker
|1998 ||Nonparametric significance testing||Lavergne, Pascal / Vuong, Quang