Narrow search
Showing 1 - 10 of 91
Cover Image
The exact error in estimating the spectral density at the origin
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512725
Cover Image
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512729
Cover Image
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena - In: Journal of econometrics 79 (1997) 1, pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Cover Image
Looking for evidence of speculative stockholding in commodity markets
Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512550
Cover Image
Testing for homogeneity in demand systems when the regressors are non-stationary
Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512553
Cover Image
Testing for homogeneity in demand systems when the regressors are nonstationary
Ng, Serena - In: Journal of applied econometrics 10 (1995) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10001179176
Cover Image
Looking for evidence of speculative stockholding in commodity markets
Ng, Serena - In: Journal of economic dynamics & control 20 (1996) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10001190612
Cover Image
Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
Cover Image
The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
Cover Image
The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706