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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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Initial conditions and efficient estimation in dynamic panel data models
Blundell, Richard W.; Smith, Richard J. - 1991
Persistent link: https://www.econbiz.de/10000827902
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Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999
Persistent link: https://www.econbiz.de/10001387285
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Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
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Test of rank
Robin, Jean-Marc; Smith, Richard J. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000560166
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the UK
Camba-Méndez, Gonzalo; Kapetianos, George; Weale, Martin; … - In: A companion to economic forecasting, (pp. 386-408). 2002
Persistent link: https://www.econbiz.de/10001893973
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Generalised empirical likelihood-based kernel density estimation
Oryshchenko, Vitaliy; Smith, Richard J. - 2013
Persistent link: https://www.econbiz.de/10009769053
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Generalised empirical likelihood-based kernel density estimation
Oryshchenko, Vitaliy; Smith, Richard J. - 2013
Persistent link: https://www.econbiz.de/10009747345