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Results 1-10 of 48.
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2019
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David H.
;
Nielsen, Bent
2019
Heteroskedasticity in one-way error component probit models
Moussa, Richard Kouamé
2019
The specification of dynamic discrete-time two-state panel data models
Gørgens, Tue
;
Hyslop, Dean Robert
2019
A comparison of some bayesian and classical procedures for simultaneous equation models with weak instruments
Gao, Chuanming
;
Lahiri, Kajal
2019
A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando
2019
Panel data estimation for correlated random coefficients models
Hsiao, Cheng
;
Li, Qi
;
Liang, Zhongwen
;
Xie, Wei
2019
Interval-based hypothesis testing and its applications to economics and finance
Kim, Jae H.
;
Robinson, Andrew
2019
Generalized binary time series models
Jentsch, Carsten
;
Reichmann, Lena
2019
Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components
Ramsauer, Franz
;
Min, Aleksey
;
Lingauer, Michael
2019
Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation
Chen, Jie
;
Politis, Dimitris N.
Author
1
Frazier, David T.
1
Gao, Chuanming
1
Gao, Zhengyuan
1
Golden, Richard M.
1
Guagnano, Giuseppina
1
Göb, Rainer
1
Hafner, Christian M.
1
Henley, Steven S.
1
Henry, Miguel
1
Homburg, Annika
.
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Journal - volume
48
Volume 7, 2019