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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea; Kapetanios, George - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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A multivariate discrete choice method based on inequality restrictions
Ahn, Dae-Yong - In: Economics letters 115 (2012) 3, pp. 516-518
Persistent link: https://www.econbiz.de/10009632888
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An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - In: Economics letters 123 (2014) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Economics letters 125 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
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A spatial latent class model
Lee, Jiyon - In: Economics letters 162 (2018), pp. 62-68
Persistent link: https://www.econbiz.de/10011939761
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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
Xiang, Jingjie; Li, Kunpeng; Cui, Guowei - In: Economics letters 171 (2018), pp. 144-148
Persistent link: https://www.econbiz.de/10012021791
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Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Kleiber, Christian - In: Economics letters 72 (2001) 2, pp. 131-136
Persistent link: https://www.econbiz.de/10001589214
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Fixed effects models with time invariant variables : a theoretical note
Oaxaca, Ronald L.; Geisler, Iris - In: Economics letters 80 (2003) 3, pp. 373-377
Persistent link: https://www.econbiz.de/10001801222