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Conditional stochastic kernel estimation by nonparametric methods

Laurini, Márcio Poletti; Pereira, Pedro L. Valls - In: Economics letters 105 (2009) 3, pp. 234-238

Persistent link: https://www.econbiz.de/10003930958

New evidence on the role of cognitive skill in economic development

Laurini, Márcio Poletti; Andrade, Eduardo de Carvalho - In: Economics letters 117 (2012) 1, pp. 123-126

Persistent link: https://www.econbiz.de/10009697911

Co-integração e suas representações : uma resenha

Pereira, Pedro L. Valls - In: Revista de econometria 11 (1991) 2, pp. 185-215

Persistent link: https://www.econbiz.de/10001133312

Exact likelihood function for a regression model with MA(1) errors

Pereira, Pedro L. Valls - In: Economics letters 2 (1987), pp. 145-149

Persistent link: https://www.econbiz.de/10001032594

Testing for first order serial correlation in temporally aggregated regression models

Pereira, Pedro L. Valls - 2015

This paper shows that the LM statistic for testing first order serial correlation in regression models can be computed using the Kalman Filter. It is shown tha.t when there are missing observations, the LM statistic for this tesi is equivalent to the tesi statistic derived by Robinson (1985)...

Persistent link: https://www.econbiz.de/10011933981