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Jun 30 2022 |
Akihiko Noda |
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Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2015 |
Hailong Qian and Heather L. Bednarek |
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Partial efficient estimation of SUR models |
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Abstract Contact Information Citation Full Text - Note |
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Mar 07 2013 |
Marcel die Dama , Boniface ngah Epo and Galex syrie Soh |
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Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 05 2012 |
Olivier Darné and Amélie Charles |
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A note on the uncertain trend in US real GNP: Evidence from robust unit root tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 09 2009 |
Patrick Richard |
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Improving the accuracy of the analytical indirect inference estimator for MA models. |
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Abstract Contact Information Citation Full Text - Note |
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Feb 22 2006 |
Barry Falk and Anindya Roy |
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Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model |
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Abstract Contact Information Citation Full Text - Note |
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Jul 16 2003 |
Robert Phillips |
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Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances |
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Abstract Contact Information Citation Full Text - Note |
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Oct 01 2002 |
Elena Casquel and Ezequiel Uriel |
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An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models |
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Abstract Contact Information Citation Full Text - Note |
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May 17 2001 |
David O. Cushman |
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Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period |
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Abstract Contact Information Citation Full Text - Note |
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