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On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin - 1990
Persistent link: https://www.econbiz.de/10000808534
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When are two step estimators efficient?
McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000124659
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A note on estimating dynamic economic models of the real exchange rate
Lim, Guay C. - In: Economic systems 20 (1996) 2, pp. 141-146
Persistent link: https://www.econbiz.de/10001200863
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Is the demand for money cointegrated or disintegrated? : the case of Australia
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832849
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Efficient estimation of long-run relationships : a comparison of alternative cointegration estimators with an application
Lim, Guay C.; Martin, Vance - 1992
Persistent link: https://www.econbiz.de/10000837416
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Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920105
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Jump models anfd higher moments
Lim, Guay C. (contributor) - In: Nonlinear economic models : cross-sectional, times …, (pp. 161-175). 1997
Persistent link: https://www.econbiz.de/10001302941
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Regression-based cointegration estimators with applications
Lim, Guay C. - In: Journal of economic studies 22 (1995) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001177546
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The distribution of exchange rate returns : an international comparison
Lim, Guay C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000883954
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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000884605