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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001512715
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Change point estimation in regressions with I(d) variables
Hsu, Chih-chiang - In: Economics letters 70 (2001) 2, pp. 147-155
Persistent link: https://www.econbiz.de/10001537965
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An elementary nonparametric differencing test of equality of regression functions
Yatchew, Adonis John - In: Economics letters 62 (1999) 3, pp. 271-278
Persistent link: https://www.econbiz.de/10001398681
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Marginal effects in the censored regression model
Greene, William - In: Economics letters 64 (1999) 1, pp. 43-49
Persistent link: https://www.econbiz.de/10001399166
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Regression vs. non-regression models of normal returns : implications for event studies
Cable, John R.; Holland, Kevin - In: Economics letters 64 (1999) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10001399191
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A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
Moon, Hyungsik Roger - In: Economics letters 65 (1999) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001406362
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter - In: Economics letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
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Structural change tests under regression misspecifications
Yang, Jian - In: Economics letters 70 (2001) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001549891
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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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Econometric applications of high-breakdown robust regression techniques
Zaman, Asad; Rousseeuw, Peter J.; Orhan, Mehmet - In: Economics letters 71 (2001) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001564041