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Panel data approach vs synthetic control method
Wan, Shui Ki; Xie, Yimeng; Hsiao, Cheng - In: Economics letters 164 (2018), pp. 121-123
Persistent link: https://www.econbiz.de/10011939968
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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
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Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In - In: Economics letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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Sampling frequency and the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 49 (1995) 2, pp. 131-136
Persistent link: https://www.econbiz.de/10001188278
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A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming - In: Economics letters 65 (1999) 3, pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
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A Range-CUSUM test with recursive residuals
Kuan, Chung-ming - In: Economics letters 45 (1994) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001165784
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Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming - In: Economics letters 44 (1994) 3, pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
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Spurious number of breaks
Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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Testing parameter constancy in models with infinite variance errors
Chen, Mei-yuan; Kuan, Chung-ming - In: Economics letters 72 (2001) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10001577873
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An encompassing test for non-nested quantile regression models
Kuan, Chung-ming; Lin, Hsin-Yi - In: Economics letters 107 (2010) 2, pp. 257-260
Persistent link: https://www.econbiz.de/10003992301