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An alternative approach to simulating VAR models
Evans, Lewis; Wells, Graeme - In: Economics letters 12 (1983) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002133493
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Financial intermediation and growth: Some robustness results
Mccaig, Brian; Stengos, Thanasis - In: Economics letters 88 (2005) 3, pp. 306-312
Persistent link: https://www.econbiz.de/10006751385
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Testing the rank of Engel curves with endogenous expenditure
Lyssiotou, Panayiota; Pashardes, Panos; Stengos, Thanasis - In: Economics letters 64 (1999) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10006784900
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Testing the rank of Engel curves with endogenous expenditure
Lyssiotou, Panayiota Flori; Pashardes, Panos; Stengos, … - In: Economics letters 64 (1999) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001399185
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Interpreting the wage gap estimate from selectivity correction techniques using micro data
Kumar, Pradeep - In: Economics letters 20 (1986) 2, pp. 191-195
Persistent link: https://www.econbiz.de/10001008728
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Testing for parameter stability in a regression model with AR(1) errors
Cadsby, Charles Bram - In: Economics letters 20 (1986) 1, pp. 29-32
Persistent link: https://www.econbiz.de/10001008797
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Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable : bootstrapping and artificial regression compared
Prescott, David M. - In: Economics letters 3 (1987), pp. 237-242
Persistent link: https://www.econbiz.de/10001032398
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A semi-parametric non-nested test in a dynamic panel data model
Li, Qi - In: Economics letters 49 (1995) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001188309
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The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
Frank, Murray Z. - In: Economics letters 1 (1988), pp. 11-14
Persistent link: https://www.econbiz.de/10001075192
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A Hausman specification test based on root-N-consistent semiparametric estimators
Li, Qi - In: Economics letters 40 (1992) 2, pp. 141-146
Persistent link: https://www.econbiz.de/10001138448