Similar Search Results

Linear regression using both temporally aggregated and temporally disaggregated data

Palm, F. C.; Nijman, T. E. - In: Journal of Econometrics 19 (1982) 2-3, pp. 333-343

Persistent link: https://www.econbiz.de/10005122808

The efficiency of rotating-panel designs in an analysis-of-variance model

Nijman, Theo; Verbeek, Marno; van Soest, Arthur - In: Journal of Econometrics 49 (1991) 3, pp. 373-399

Persistent link: https://www.econbiz.de/10005122519

Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

Nijman, Theo; Verbeek, Marno - In: Journal of Econometrics 46 (1990) 3, pp. 333-346

Persistent link: https://www.econbiz.de/10005228717

Marginalization and contemporaneous aggregation in multivariate GARCH processes

Nijman, Theo; Sentana, Enrique - In: Journal of Econometrics 71 (1996) 1-2, pp. 71-87

Persistent link: https://www.econbiz.de/10005228766

The optimal choice of controls and pre-experimental observations

Nijman, Theo; Verbeek, Marno - In: Journal of Econometrics 51 (1992) 1-2, pp. 183-189

Persistent link: https://www.econbiz.de/10005228806

Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections

Verbeek, Marno; Nijman, Theo - In: Journal of Econometrics 59 (1993) 1-2, pp. 125-136

Persistent link: https://www.econbiz.de/10005286058

Testing affine term structure models in case of transaction costs

Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of Econometrics 126 (2005) 1, pp. 201-232

Persistent link: https://www.econbiz.de/10005238942

Bayesian model selection and prediction with empirical applications comments

Palm, Franz C. - In: Journal of Econometrics 69 (1995) 1, pp. 333-335

Persistent link: https://www.econbiz.de/10005122559

Sources of asymmetry in production factor dynamics

Palm, Franz C.; Pfann, Gerard A. - In: Journal of Econometrics 82 (1998) 2, pp. 361-392

Persistent link: https://www.econbiz.de/10005239009

Studying co-movements in large multivariate data prior to multivariate modelling

Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of Econometrics 148 (2009) 1, pp. 25-35

For non-stationary vector autoregressive models (VAR hereafter, or VAR with moving average, VARMA hereafter), we show that the presence of common cyclical features or cointegration leads to a reduction of the order of the implied univariate autoregressive-integrated-moving average (ARIMA...

Persistent link: https://www.econbiz.de/10005239036