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Monetary transmission mechanism in Uganda, evidence from banks’ sectoral lending data
Sande, Deo - 2020
Persistent link: https://www.econbiz.de/10012253797
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Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar - 2022
Persistent link: https://www.econbiz.de/10013162000
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Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2020 - Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
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A factor-augmented new Keynesian Phillips curve for the European Union countries
Norkutė, Milda; Westerlund, Joakim - 2023
Persistent link: https://www.econbiz.de/10013502506
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Inference on multiplicative component GARCH without any small-order moment
Francq, Christian; Kandji, Baye Matar; Zakoïan, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10013206984
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Make the difference! computationally trivial estimators for grouped fixed effects models
Mugnier, Martin - 2022
Persistent link: https://www.econbiz.de/10013162004
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Estimating demand elasticities in non-stationary panels : the case of Hawaii tourism
Fuleky, Peter; Bonham, Carl Stanley; Zhao, Qianxue - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010233926
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Estimation of panel vector autoregression in stata : a package of programs
Abrigo, Michael Ralph M.; Love, Inessa - 2016
Persistent link: https://www.econbiz.de/10011450149
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Estimating demand elasticities in non-stationary panels : the case of Hawaii tourism industry
Bonham, Carl Stanley; Fuleky, Peter; Zhao, Qianxue - 2013
Persistent link: https://www.econbiz.de/10009734224
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Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei; Norkutė, Milda; Sarafidis, Vasilis; … - 2021
Persistent link: https://www.econbiz.de/10012546456