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Interpreting cointegrating vectors and common stochastic trends
Wickens, Michael - 1993
Persistent link: https://www.econbiz.de/10000137130
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On time series properties of income velocity of money in Korea, Sigapore [Singapore] and Taiwan
Habibullah, Muzafar Shah; Smith, Peter N. - In: Asian economies 26 (1997) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001232671
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Econometric evaluation of consumers' expenditure equations
Church, Keith B. - In: Oxford review of economic policy 10 (1994) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10001164770
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Dynamic specification, the long run and the estimation of transformed regression models
Wickens, Michael R.; Breusch, Trevor S. - 1987
Persistent link: https://www.econbiz.de/10000711217
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Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.; Thomas, Stephen - 1989
Persistent link: https://www.econbiz.de/10000779308
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[Rezension von: Cramer, J. S., Econometric applications of maximum likelihood methods]
Wickens, Michael R. - In: The economic journal : the journal of the Royal … 97 (1987), pp. 760-761
Persistent link: https://www.econbiz.de/10001342492
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Interpreting cointegrating vectors and common stochastic trends
Wickens, Michael R. - In: Journal of econometrics 74 (1996) 2, pp. 255-271
Persistent link: https://www.econbiz.de/10001206888
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Dynamic specification, the long-run and the estimation of transformed regression models
Wickens, Michael R. - In: The economic journal : the journal of the Royal … 98 (1988) 390, pp. 189-205
Persistent link: https://www.econbiz.de/10001122366
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Estimating shocks and impulse response functions
Wickens, Michael R.; Motto, Roberto - In: Journal of applied econometrics 16 (2001) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10001592352
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Handbook of applied econometrics
Pesaran, M. Hashem (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000965989