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Nov 21 2015 Douglas Campbell and Sarah Johnson
  The effect of municipal drug fund revenues on crime rates
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2012 Olivier Darné and Amélie Charles
  A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
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Apr 03 2012 Paresh Kumar Narayan and Stephan Popp
  Comparing the small sample properties of two break Lagrange Multiplier unit root tests
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Jun 19 2010 William Barnett and Ousmane Seck
  A note on nonidentification in truncated sampling distribution estimation
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May 18 2010 Henri Nyberg
  Testing an autoregressive structure in binary time series models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2009 Takamitsu Kurita
  A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis
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Nov 06 2006 Jonas Andersson
  Searching for the DGP when forecasting - Is it always meaningful for small samples?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 04 2005 Marian Gidea and David Quaid
  On Wesner's method of searching for chaos on low frequency
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Jul 26 2005 Alexander Gorobets
  The Optimal Prediction Simultaneous Equations Selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2004 Venus Khim-Sen Liew
  Which Lag Length Selection Criteria Should We Employ?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 27 2004 Nicolas Wesner
  Searching for chaos on low frequency
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 01 2002 Elena Casquel and Ezequiel Uriel
  An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
  Abstract  Contact Information  Citation  Full Text  -  Note