Computing Numerical Distribution Functions In Econometrics

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by James G. Mackinnon , Kl N
Citations:4 - 0 self

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77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration – James G. Mackinnon, Kl N, Alfred A. Haug, Leo Michelis - 1999
Econometrics Journal (2002), volume 5, pp. 285--318. – Distributions Of Error, Neil R. Ericsson, James, G. Mackinnon
6 European Monetary Union: A Cointegration Analysis – Alfred A. Haug, James G. Mackinnon, Kl N, Leo Michelis
London, England – Dipak Ghosh, Eric J. Levin, Peter Macmillan, Robert E. Wright, Fk La - 2000
A Meta Analytic Approach to Testing for Panel – Christoph Hanck - 2007
27 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series – Alan KIRMAN, Gilles TEYSSIERE
Testing for noninvertibility and cointegration in seasonal VARMA models – José L. Gallego, Carlos Díaz
Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa – Thomas Gries, Manfred Kraft, Daniel Meierrieks, T. Gries, M. Kraft, D. Meierrieks - 2008
3 Cointegrated TFP Processes and International Business Cycles – Pau Rabanal, Juan F. Rubio-Ramírez, Vicente Tuesta - 2008
Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study – D. Bond, M. J. Harrison, E. J. O’brien - 2005
of Outbound Thai Tourism to East Asia – Chia-lin Chang, National Chung, Thanchanok Khamkaew, Michael Mcaleer, Chia-lin Chang, Thanchanok Khamkaew, Michael Mcaleer - 2010
11 Export-led growth: a survey of the empirical literature and some noncausality results part 2 – Judith A. Giles, Cara L. Williams - 2000
New ZealandWORKING PAPER No. 11/2010 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai – Chia-lin Chang, Thanchanok Khamkaew, Michael Mcaleer, Tourism To East Asia, Chia-lin Chang, Thanchanok Khamkaew, Michael Mcaleer - 2010
2 Testing for bubbles and change--points – Alan Kirman, Gilles Teyssière - 2002
Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E. – Chaido Dritsaki, Melina Dritsaki
DEMAND IN THE NEW EU MEMBER STATES WITH EXCHANGE RATE EFFECTS 1 – Long-run Money, Christian Dreger, Hans-eggert Reimers, Barbara Roffia, Long-run Money, Christian Dreger, Hans-eggert Reimers, Barbara Roffia - 2006
Published by: – Bernardina Algieri, A Roller, Coaster Ride
Decomposing Consumer Wealth Effects: Evidence on the Role of Real Estate Assets Following the Wealth Cycle of 1990–2002 – Michael R. Donihue, Andriy Avramenko
The Permanent Income Hypothesis Revisited Reconciling Evidence from Aggregate Data with the Representative Consumer Behaviour – Jim Malley, Hassan Molana - 1997