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Vector autoregressions and reality
Runkle, David E. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 4, pp. 437-454
Persistent link: https://www.econbiz.de/10001037678
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Alternative computational approaches to inference in the multinomial probit model
Geweke, John; Keane, Michael P.; Runkle, David E. - 1994
Persistent link: https://www.econbiz.de/10000890650
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Statistical inference in the multinomial multiperiod probit model
Geweke, John - In: Journal of econometrics 80 (1997) 1, pp. 125-165
Persistent link: https://www.econbiz.de/10001223461
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On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous
Keane, Michael P. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001120247
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Statistical inference in the multinominal multiperiod probit model
Geweke, John; Keane, Michael P.; Runkle, David E. - 1994
Persistent link: https://www.econbiz.de/10000895110
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Recursive estimation and modelling of nonstationary and nonlinear time-series
Young, Peter C.; Runkle, David E. - 1989
Persistent link: https://www.econbiz.de/10000760467
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Solution of linear-quadratic-Gaussian dynamic games using variational methods
Roberds, William - 1986
Persistent link: https://www.econbiz.de/10000732773
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Variable rate loans and financed activities : the case of adjustable rate mortgages
Stutzer, Michael J. - In: Journal of urban economics 24 (1988) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10001059141