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On tree-structured linear and quantile regression-based asset pricing
Galakis, John; Vrontos, Ioannis; Xidonas, Panos - In: Review of accounting & finance 21 (2022) 3, pp. 204-245
Persistent link: https://www.econbiz.de/10013368270
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A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M. - In: Economics letters 68 (2000) 3, pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
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A component-based analysis of the Danish long-run money demand relation
Funding La Cour, Lisbeth - 1999
Persistent link: https://www.econbiz.de/10001446204
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Dynamische Aspekte in Markenwahlmodellen
Baumgartner, Bernhard - 2000
Persistent link: https://www.econbiz.de/10001455389
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Learning dynamics
Evans, George W.; Honkapohja, Seppo - 1999
Persistent link: https://www.econbiz.de/10001435238
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Efficient estimation of dynamical systems
Iacus, Stefano Maria - 1999
Persistent link: https://www.econbiz.de/10001446037
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Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.; Medvedev, V. G. - 1999
Persistent link: https://www.econbiz.de/10001491259
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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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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - 1998
Persistent link: https://www.econbiz.de/10000671921
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000920966