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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
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Simple structural econometrics of price elasticity
Cazals, Catherine; Fève, Frédérique; Fève, Patrick; … - In: Economics letters 86 (2005) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10002516098
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Iterative algorithm for non parametric estimation of the instrumental variables quantiles
Fève, Frédérique; Florens, Jean-Pierre - In: Economics letters 123 (2014) 3, pp. 300-304
Persistent link: https://www.econbiz.de/10010401336
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A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
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Bayesian estimation and forecasting in non-linear models : application to an LSTAR model
Péguin-Feissolle, Anne - In: Economics letters 46 (1994) 3, pp. 187-194
Persistent link: https://www.econbiz.de/10001172375
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
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Simple structural econometrics of price elasticity
Cazals, Catherine; Fève, Frédérique; Fève, Patrick; … - In: Economics letters 86 (2005) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006749190
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10006775133
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The relationship between parameters within a latent variable framework
Heckman, James J.; Vytlacil, Edward - In: Economics letters 66 (2000) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001435921