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Quantiles for t-statistics based on M-estimators of unit roots
Abadir, Karim Maher; Lucas, André - In: Economics letters 67 (2000) 2, pp. 131-137
Persistent link: https://www.econbiz.de/10001471315
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Unbiased estimation as a solution to testing for random walks
Abadir, Karim Maher - In: Economics letters 47 (1995) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001178227
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Optimal asymmetric kernels
Abadir, Karim Maher; Lawford, Steve - In: Economics letters 83 (2004) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10001967809
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Do negative interest rates make banks less safe?
Nucera, Federico; Lucas, André; Schaumburg, Julia; … - In: Economics letters 159 (2017), pp. 112-115
Persistent link: https://www.econbiz.de/10011903443
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Accounting for missing values in score-driven time-varying parameter models
Lucas, André; Opschoor, Anne; Schaumburg, Julia - In: Economics letters 148 (2016), pp. 96-98
Persistent link: https://www.econbiz.de/10011619937
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Optimal asymmetric kernels
Abadir, Karim M.; Lawford, Steve - In: Economics letters 83 (2004) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10006757901
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Quantiles for t-statistics based on M-estimators of unit roots
Abadir, K.M.; Lucas, A. - In: Economics letters 67 (2000) 2, pp. 131-138
Persistent link: https://www.econbiz.de/10006781379