Expectations hypotheses tests at Long Horizons.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 554, doi. 10.1111/j.1368-423X.2007.00222.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2007 AND VI 10 AND IP 3
Results: 9
1
2
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 503, doi. 10.1111/j.1368-423X.2007.00219.x
- By:
- Publication type:
- Article
3
Robust estimators for the fixed effects panel data model.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 521, doi. 10.1111/j.1368-423X.2007.00220.x
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- Publication type:
- Article
4
Moments of IV and JIVE estimators.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 541, doi. 10.1111/j.1368-423X.2007.00221.x
- By:
- Publication type:
- Article
5
On the sensitivity of the restricted least squares estimators to covariance misspecification.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 471, doi. 10.1111/j.1368-423X.2007.00217.x
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- Publication type:
- Article
6
The Tobit model with a non-zero threshold.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 488, doi. 10.1111/j.1368-423X.2007.00218.x
- By:
- Publication type:
- Article
7
Searching for cointegration in a dynamic system.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 580, doi. 10.1111/j.1368-423X.2007.00223.x
- By:
- Publication type:
- Article
8
A mixture-distribution factor model for multivariate outliers.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 605, doi. 10.1111/j.1368-423X.2007.00224.x
- By:
- Publication type:
- Article
9
Size matters: covariance matrix estimation under the alternative.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 3, p. 637, doi. 10.1111/j.1368-423X.2007.00225.x
- By:
- Publication type:
- Article