The following pages link to Franz C. Palm (Q291628):
Displaying 29 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- Regret aversion and annuity risk in defined contribution pension plans (Q931195) (← links)
- Sources of asymmetry in production factor dynamics (Q1377334) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- (Q1822191) (redirect page) (← links)
- Structural econometric modeling and time series analysis (Q1822192) (← links)
- Macro-panels and reality (Q1934813) (← links)
- Asymptotic least-squares estimation efficiency considerations and applications (Q3197179) (← links)
- (Q3219651) (← links)
- Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (Q3295733) (← links)
- (Q3343264) (← links)
- Intertemporal consumer behaviour under structural changes in income (Q3350623) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties (Q3703166) (← links)
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions (Q3727120) (← links)
- Efficiency gains due to using missing data procedures in regression models (Q3800917) (← links)
- Computing Wald criteria for nested hypotheses (Q3814627) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- (Q4834770) (← links)
- (Q4834790) (← links)
- Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (Q5203541) (← links)
- Asymmetric Adjustment Costs in Non-linear labour Demand Models for the Netherlands and U.K. Manufacturing Sectors (Q5289339) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
- Linear regression using both temporally aggregated and temporally disaggregated data (Q5917273) (← links)
