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Multiple time series models and testing for causality and exogeneity : a review
Rambaldi, Alicia N. - 1997
Persistent link: https://www.econbiz.de/10000968926
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Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.; Rambaldi, Alicia N. - 1995
Persistent link: https://www.econbiz.de/10000923028
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Small sample performance of non-causality tests in cointegrated systems
Zapata, Hector O.; Rambaldi, Alicia N. - 1994
Persistent link: https://www.econbiz.de/10000905932
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Monte Carlo evidence on cointegration and causation
Zapata, Hector O. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 285-298
Persistent link: https://www.econbiz.de/10001223698
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Identifying regression parameters when variables are measured with error
Rambaldi, Alicia N.; Tran, T. H. Y.; Peyrache, Antonio - 2015
Persistent link: https://www.econbiz.de/10011482218
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Modelling spatially correlated error structures in the time-space extrapolation of purchasing power parities
Rambaldi, Alicia N.; Prasada Rao, D. S.; Ganegodage, K. … - In: Price indexes in time and space : methods and practice, (pp. 63-96). 2010
Persistent link: https://www.econbiz.de/10003961767