Similar Search Results - EconBiz

Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

Anderson, Richard G. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003740180

Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators

Anderson, Richard G. - 2006

In this paper, we examine the use of Box-Tiao's (1977) canonical correlation method as an alternative to likelihood-based inferences for vector error-correction models. It is now well-known that testing of cointegration ranks based on Johansen's (1995) ML-based method suffers from severe small...

Persistent link: https://www.econbiz.de/10012732978

Regulating transport: behavioural changes in the field

Bamberg, Sebastian; Schmidt, Peter - In: Journal of consumer policy : consumer issues in law, … 22 (1999) 4, pp. 479-509

Persistent link: https://www.econbiz.de/10001507772

Early retirement in East and West Germany

Börsch-Supan, Axel; Schmidt, Peter - In: Employment policy in transition : the lessons of German …, (pp. 83-102). 2001

Persistent link: https://www.econbiz.de/10001537577

Sampling errors and confidence intervals for order statistics : implementing the family support act

Horrace, William C. - 1995

Persistent link: https://www.econbiz.de/10000939670

Ein sozialpsychologischer Ansatz zur Erklärung der individuellen Verkehrsmittelwahl und Evaluation der Wirksamkeit verkehrspolitischer Maßnahmen

Bamberg, Sebastian - In: Umwelt und empirische Sozial- und Wirtschaftsforschung …, (pp. 121-149). 1998

Persistent link: https://www.econbiz.de/10001322926

Regionale Aspekte von Unternehmensneugründungen in Österreich

Egeln, Jürgen; Gassler, Helmut; Schmidt, Peter - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001389031

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Persistent link: https://www.econbiz.de/10001555314

Further evidence on the robustness of the Tobit estimator to heteroskedasticity

Arabmazar, Abbas; Schmidt, Peter - In: Journal of econometrics 17 (1981) 2, pp. 253-258

Persistent link: https://www.econbiz.de/10001853610

A service of the