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Number of items: 3.

G

Guariglia, Alessandra, Yoshida, A. (2002) Estimating Saving Functions in the Presence of Excessive-Zeros Problems. Econometrics Journal, 5 . pp. 435-456. (doi:10.1111/1368-423x.t01-1-00092) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9487)

H

Horvath, Lajos, Liu, Zhenya, Rice, Gregory, Zhao, Y. (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. Econometrics Journal, 25 (2). pp. 362-383. ISSN 1368-4221. (doi:10.1093/ectj/utab028) (KAR id:95054)

P

Panopoulou, Ekaterini, Pittis, Nikitas (2004) A Comparison of Autoregressive Distributed Lag and Dynamic OLS Cointegration Estimators in the Case of a Serially Correlated Cointegration Error. Econometrics Journal, 7 (2). pp. 585-617. ISSN 1368-4221. (doi:10.1111/j.1368-423X.2004.00145.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34289)

This list was generated on Wed Apr 24 23:28:03 2024 BST.