Jun 30 2022 Akihiko Noda   Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Hailong Qian and Heather L. Bednarek   Partial efficient estimation of SUR 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   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   Nov 09 2009 Patrick Richard   Improving the accuracy of the analytical indirect inference estimator for MA models.   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2006 Barry Falk and Anindya Roy   Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2003 Robert Phillips   Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances   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   May 17 2001 David O. Cushman   Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period   Abstract  Contact Information  Citation  Full Text  -  Note