Search Results - subject:"generalized method of"

Narrow search

Motivations to remit in CARICOM : a GMM approach

Alleyne, Dillon - In: Social and economic studies 55 (2006) 3, pp. 69-87

Persistent link: https://www.econbiz.de/10003442294

Coûts d'ajustement de la demande de travail : une comparaison entre la France et la République tchèque

Mathieu, Claude - In: Economie & prévision : EP 173 (2006) 2, pp. 135-152

Persistent link: https://www.econbiz.de/10003404944

S. James Press and Bayesian analysis

Zellner, Arnold - In: Macroeconomic dynamics 10 (2006) 5, pp. 667-684

Persistent link: https://www.econbiz.de/10003391098

The role of financial development in economic growth : the experiences of Taiwan, Korea, and Japan

Liu, Wan-Chun; Hsu, Chen-min - In: Journal of Asian economics 17 (2006) 4, pp. 667-690

Persistent link: https://www.econbiz.de/10003391684

A cautionary note on outlier robust estimation of threshold models

Giordani, Paolo - In: Journal of forecasting 25 (2006) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10003268438

Partial indexation, trend inflation, and the hybrid Phillips curve

Sahuc, Jean-Guillaume - In: Economics letters 90 (2006) 1, pp. 42-50

Persistent link: https://www.econbiz.de/10003243817

Integrating agronomic principles into production function specification : a dichotomy of growth inputs and facilitating inputs

Guan, Zhengfei; Oude Lansink, Alfons G. J. M.; … - In: American journal of agricultural economics 88 (2006) 1, pp. 203-214

Persistent link: https://www.econbiz.de/10003309625

Skewed normal variance-mean models for asset pricing and the method of moments

Tjetjep, Annelies; Seneta, Eugene - In: International statistical review : a journal of the … 74 (2006) 1, pp. 109-126

Persistent link: https://www.econbiz.de/10003310067

GMM estimation and inference in dynamic panel data models with persistent data

Kruiniger, Hugo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003313140

Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p

Zadrozny, Peter A. - 2006

A univariate GARCH(p,q) process is quickly transformed to a univariate autoregressive moving-average process in squares of an underlying variable. For positive integer m, eigenvalue restrictions have been proposed as necessary and sufficient restrictions for existence of a unique mth moment of...

Persistent link: https://www.econbiz.de/10015385512

A service of the

zbw