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Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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Analysis of vector autoregressions in the presence of shifts in mean
Ng, Serena; Vogelsang, Timothy J. - In: Econometric reviews 21 (2002) 3, pp. 353-381
Persistent link: https://www.econbiz.de/10001718766
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ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
Ng, Serena; Vogelsang, Timothy - In: Econometric reviews 21 (2002) 3, pp. 353-382
Persistent link: https://www.econbiz.de/10006892691