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1
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
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2
Unit root and stationary tests' wedding
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
; …
- In:
Economics letters
70
(
2001
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001534693
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3
On the power and interpretation of panel unit root tests
Karlsson, Sune
;
Löthgren, Mickael
- In:
Economics letters
66
(
2000
)
3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10001448883
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4
Estimation of the SUR Tobit model via the MCECM algorithm
Huang, Ho-chuan
- In:
Economics letters
64
(
1999
)
1
,
pp. 25-30
Persistent link: https://www.econbiz.de/10001399163
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5
Estimating dynamic panel data models : a guide for macroeconomics
Judson, Ruth A.
;
Owen, Ann L.
- In:
Economics letters
65
(
1999
)
1
,
pp. 9-15
Persistent link: https://www.econbiz.de/10001406355
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6
Censored probit models do not fail randomly : a Monte Carlo study
Butler, John S.
- In:
Economics letters
57
(
1997
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001229595
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7
A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei
- In:
Economics letters
57
(
1997
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
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8
Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki
- In:
Economics letters
57
(
1997
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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9
Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D.
- In:
Economics letters
58
(
1998
)
1
,
pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
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10
On the testing of heterogeneity effects in dynamic unbalanced panel data models
Jiménez-Martín, Sergi
- In:
Economics letters
58
(
1998
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001235589
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