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A note on the Cliff and Ord test for spatial correlation in panel models
Mutl, Jan; Pfaffermayr, Michael - In: Economics letters 108 (2010) 2, pp. 225-229
Persistent link: https://www.econbiz.de/10008433293
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The Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - In: The econometrics journal 14 (2011) 1, pp. 48-77
Persistent link: https://www.econbiz.de/10008845135
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Adaptive Erwartungsbildung und Finanzmarktdynamik
Dangl, Thomas; Dockner, Engelbert J.; Gaunersdorfer, Andrea - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 53 (2001), pp. 339-365
Persistent link: https://www.econbiz.de/10006696597
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Sample autocorrelation learning in a capital market model
Pötzelberger, Klaus; Sögner, Leopold - In: Journal of economic behavior & organization : JEBO 53 (2004) 2, pp. 215-236
Persistent link: https://www.econbiz.de/10006819049
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Okun's Law Does the Austrian unemployment-GDP relationship exhibit structural breaks?
Sögner, Leopold - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 553-564
Persistent link: https://www.econbiz.de/10006274268
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The Jarrow-Turnbull default risk model—Evidence from the German market
Frühwirth, Manfred; Sögner, Leopold - In: The European journal of finance 12 (2006) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10005918325
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An analysis on the structural stability of Okun's law-a cross-country study
Sögner, Leopold; Stiassny, Alfred - In: Applied economics 34 (2002) 14, pp. 1775-1788
Persistent link: https://www.econbiz.de/10007661621
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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10008173293
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Eine ökonometrische Analyse der Schieneninfrastrukturkosten als Basis für Infrastrukturbenützungsentgelte der österreichischen Eisenbahnen
Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-439
Persistent link: https://www.econbiz.de/10008345000
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Eine ökonometrische Analyse der Schieneninfrastrukturkosten als Basis für Infrastrukturbenützungsentgelte der österreichischen Eisenbahnen
Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-438
Persistent link: https://www.econbiz.de/10007996582