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Powerful and serial correlation robust tests of the economic convergence hypothesis
Sayginsoy, Özgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002707848
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Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002707940
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Generalized method of moments (GMM) with some nonstationary variables
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952796
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541
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A comparison of some recent Bayesian and classical procedures for simultaneous equation models with weak instruments
Gao, Chuanming (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627305
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Demand dispersion, metonymy and ideal panel data
Jerison, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629652
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Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952793
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000911320
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Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal; Paul, Manimoy - 1994
Persistent link: https://www.econbiz.de/10000911324