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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-Li - In: Economics Letters 69 (2000) 3, pp. 299-307
Persistent link: https://www.econbiz.de/10005307394
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Analysis of private transfers with panel fixed-effect censored model estimator
Kang, Sung Jin; Lee, Myoung-jae - In: Economics Letters 80 (2003) 2, pp. 233-237
Persistent link: https://www.econbiz.de/10005355951
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A limited dependent variable model under median rationality
Lee, Myoung-jae - In: Economics Letters 54 (1997) 3, pp. 221-225
Persistent link: https://www.econbiz.de/10005159059
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Drift and diffusion function specification for short-term interest rates
Lee, Myoung-jae; Li, Wen-juan - In: Economics Letters 86 (2005) 3, pp. 339-346
Persistent link: https://www.econbiz.de/10005269725
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Validity of LSE for trimmed and differenced panel data due to absorbing attrition
Lee, Myoung-jae; Cho, Myeong-hyeon - In: Economics Letters 74 (2002) 2, pp. 251-256
Persistent link: https://www.econbiz.de/10005270603
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First-difference estimator for panel censored-selection models
Lee, Myoung-jae - In: Economics Letters 70 (2001) 1, pp. 43-49
Persistent link: https://www.econbiz.de/10005275653
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Identification for difference in differences with cross-section and panel data
Lee, Myoung-jae; Kang, Changhui - In: Economics Letters 92 (2006) 2, pp. 270-276
Persistent link: https://www.econbiz.de/10005361550
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Bounding quantiles in sample selection models
Lee, Myoung-jae; Melenberg, Bertrand - In: Economics Letters 61 (1998) 1, pp. 29-35
Persistent link: https://www.econbiz.de/10005362238