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Low-pass filtered least squares estimators of cointegrating vectors
Yikang, Li - In: Journal of Econometrics 85 (1998) 2, pp. 289-316
Persistent link: https://www.econbiz.de/10005192816
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An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
Maddala, G. S.; Nimalendran, M. - In: Journal of Econometrics 68 (1995) 1, pp. 229-242
Persistent link: https://www.econbiz.de/10005228793
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Bootstrapping cointegrating regressions
Li, Hongyi; Maddala, G. S. - In: Journal of Econometrics 80 (1997) 2, pp. 297-318
Persistent link: https://www.econbiz.de/10005285468
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Multiple model testing for non-nested heteroskedastic censored regression models
Smith, Marlene A.; Maddala, G. S. - In: Journal of Econometrics 21 (1983) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10005285801
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Alternative formulations of the Nerlove-Press models
Maddala, G. S.; Trost, R. P. - In: Journal of Econometrics 16 (1981) 1, pp. 35-49
Persistent link: https://www.econbiz.de/10005285932
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Editor's introduction
Maddala, G. S. - In: Journal of Econometrics 16 (1981) 1, pp. 1-1
Persistent link: https://www.econbiz.de/10005286012
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Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage : S.E. Fienberg and A. Zellner (North-Holland Publishing Co., Amsterdam, 1975).
Maddala, G. S. - In: Journal of Econometrics 4 (1976) 4, pp. 399-400
Persistent link: https://www.econbiz.de/10005192768