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Residual-Based Tests for Cointegration in Models with Regime Shifts.
Gregory, A.W.; Hansen, B.E. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005698147
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Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics.
Park, J.Y.; Ogaki, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005698183
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Autoregressive Conditional Density Estimation.
Hansen, B.E. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005698193
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Testing for Heteroskedasticity.
Pagan, A.R.; Pak, Y. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005698198
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An Introduction to the Generalized Method of Moments.
Ogaki, M. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005698205
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On the Parametric Continuity of Dynamic Programming Problems.
Dutta, P.; Majumdar, M.; Sundaram, R. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005698207
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The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP.
Hansen, B.E. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503944
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SIMPLE METHODS OF ESTIMATION AND INFERENCE FOR SYSTEMS CHARACTERIZED BY DETERMINISTIC CHAOS
EL-GAMAL, M. - University of Rochester - Center for Economic Research … - 1988
Persistent link: https://www.econbiz.de/10005503945
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On the Choice Between Sample Selection and Two-Part Models.
Leung, S.F.; Yu, S. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005503961
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Seemingly Unrelated Canonical Cointegrating Regressions.
Park, J.Y.; Ogaki, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503972