Narrow search
Showing 1 - 10 of 12
Cover Image
Novel approaches to coherency conditions in dynamic LDV models : quantifying financing constraints and a firm's decision and ability to innovate
Hajivassiliou, Vassilis Argyrou; Savignac, Frédérique - 2019
Persistent link: https://www.econbiz.de/10012491629
Cover Image
Switching regressions with imperfect regime classification information : theory and applications
Hajivassiliou, Vassilis Argyrou - 2019
Persistent link: https://www.econbiz.de/10012491644
Cover Image
A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657
Cover Image
Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002889716
Cover Image
Modelling memory of economic and financial time series
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814614
Cover Image
A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
Cover Image
Testable implications for forecast optimality
Patton, Andrew J. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814634
Cover Image
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814643
Cover Image
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654