Narrow search
Showing 1 - 10 of 23
Cover Image
Economic Factors and the Stock Market: A New Perspective
Qi, M.; Maddala, G.S. - In: Journal of forecasting 18 (1999) 3, pp. 151-166
Persistent link: https://www.econbiz.de/10006913812
Cover Image
Reply to Comments on "Bootstrapping Time Series Models"
Li, H.; Maddala, G.S. - In: Econometric reviews 15 (1996) 2, pp. 191
Persistent link: https://www.econbiz.de/10006927585
Cover Image
Bootstrapping Time Series Models
Li, H.; Maddala, G.S. - In: Econometric reviews 15 (1996) 2, pp. 115-158
Persistent link: https://www.econbiz.de/10006927591
Cover Image
An Integrated Bayesian Vector Autoregression and Error Correction Model for Forecasting Electricity Consumption and Prices
Joutz, F.L.; Maddala, G.S.; Trost, R.P. - In: Journal of forecasting 14 (1995) 3, pp. 287-310
Persistent link: https://www.econbiz.de/10006940896
Cover Image
Discussion of Paper
Hinkley, D.V.; Li, H.; Maddala, G.S. - In: Journal of econometrics 80 (1997) 2, pp. 319-324
Persistent link: https://www.econbiz.de/10006791457
Cover Image
Bootstrapping cointegrating regressions
Li, Hongyi; Maddala, G.S. - In: Journal of econometrics 80 (1997) 2, pp. 297-318
Persistent link: https://www.econbiz.de/10006791458
Cover Image
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/10006797946
Cover Image
New small sample estimators for cointegration regression: Low-pass spectral filter method
Li, Y.; Maddala, G.S.; Rush, M. - In: Economics letters 47 (1995) 2, pp. 123-130
Persistent link: https://www.econbiz.de/10006799220
Cover Image
SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - NOTES - Bootstrap Variance Estimation of Nonlinear Functions of Parameters: An Application to Long-Run Elasticities of Energy Demand
Li, Hongyi; Maddala, G.S. - In: The review of economics and statistics 81 (1999) 4, pp. 728-733
Persistent link: https://www.econbiz.de/10006387532
Cover Image
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, G.S.; Wu, Shaowen - In: Oxford bulletin of economics and statistics 61 (1999), pp. 631-652
Persistent link: https://www.econbiz.de/10006457800