EconStor >

Search Results

 
for  

Results 31-40 of 462.


Item hits:

DateTitle Authors
2003 Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based testsKapetanios, 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 modelChristopoulos, Dimitris K. / León-Ledesma, Miguel
2012 Consistent estimation of pseudo panels in the presence of selection biasMora Rodriguez, Jhon James / Muro, Juan
2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpectedMayr, Johannes / Ulbricht, Dirk
2003 Measuring the Discriminative Power of Rating SystemsEngelmann, Bernd / Hayden, Evelyn / Tasche, Dirk
2009 New Keynesian versus old Keynesian government spending multipliersCogan, John F. / Cwik, Tobias J. / Taylor, John B. / Wieland, Volker
1998 Nonparametric significance testingLavergne, Pascal / Vuong, Quang
1998 An equality test across nonparametric regressionsLavergne, Pascal
2011 Modellierung von ZinsstrukturkurvenHewicker, Harald / Cremers, Heinz

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