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Notes, Comments and Preliminary results

Apr 09 2015 Konstantinos N. Konstantakis and Panayotis G. Michaelides
  Step-by-Step Causality Revisited: Theory and Evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 07 2013 Marcel die Dama , Boniface ngah Epo and Galex syrie Soh
  Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi
  The fractional integrated bi- parameter smooth transition autoregressive model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 30 2010 Marco Maria Sorge
  A note on Kalman filter approach to solution of rational expectations models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2010 Andros Kourtellos , Thanasis Stengos and Chih ming Tan
  Do institutions rule? The role of heterogeneity in the institutions vs. geography debate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 19 2010 William Barnett and Ousmane Seck
  A note on nonidentification in truncated sampling distribution estimation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 06 2010 Ming-Chung Chang
  Insider patent holder licensing in an oligopoly market with different cost structures: Fixed-fee, royalty, and auction
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 16 2009 Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang
  The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 07 2009 Markku Lanne
  Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases
  Abstract  Contact Information  Citation  Full Text  -  Note