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NEWEY, W.K.
5
PERRON, P.
5
Chow, G.C.
4
Perron, P.
4
CHOW, G.C.
2
Uhlig, H.
2
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1
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GHYSELS, E.
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Econometrics Research Program, Department of Economics
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Princeton, Department of Economics - Econometric Research Program
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1
Dynamic Optimization Without Dynamic Programming
Chow, G.C.
-
Econometrics Research Program, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005775995
Saved in:
2
Pitfalls and Opportunities: What Macroeconomics should know about unit roots.
Campbell, J.Y.
;
Perron, P.
-
Econometrics Research Program, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005775996
Saved in:
3
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS.
NEWEY, W.K.
-
Econometrics Research Program, Department of Economics
-
1990
Persistent link: https://www.econbiz.de/10005775997
Saved in:
4
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS.
NEWEY, W.K.
-
Econometrics Research Program, Department of Economics
-
1989
Persistent link: https://www.econbiz.de/10005775998
Saved in:
5
THE MULTIPLIER-ACCELERATOR MODEL IN THE LIGHT OF COINTEGRATION.
CHOW, G.C.
-
Econometrics Research Program, Department of Economics
-
1990
Persistent link: https://www.econbiz.de/10005775999
Saved in:
6
SERIES ESTIMATION OF REGRESSION FUNCTIONALS.
NEWEY, W.K.
-
Econometrics Research Program, Department of Economics
-
1989
Persistent link: https://www.econbiz.de/10005776000
Saved in:
7
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS
CAMPBELL, J.Y.
;
SHILLER, R.J.
-
Econometrics Research Program, Department of Economics
-
1988
Persistent link: https://www.econbiz.de/10005776001
Saved in:
8
Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors.
Nabeya, S.
;
Perron, P.
-
Econometrics Research Program, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005776003
Saved in:
9
RATIONAL VERSUS ADAPTIVE EXPECTATIONS IN PRESENT VALUE MODELS
CHOW, G.C.
-
Econometrics Research Program, Department of Economics
-
1988
Persistent link: https://www.econbiz.de/10005776004
Saved in:
10
BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances.
Uhlig, H.
-
Econometrics Research Program, Department of Economics
-
1992
Persistent link: https://www.econbiz.de/10005776005
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