The following pages link to Neil R. Ericsson (Q583816):
Displaying 14 items.
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Conditional and structural error correction models (Q1899245) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses (Q3311549) (← links)
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (Q3740106) (← links)
- Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses (Q4271323) (← links)
- Distributions of error correction tests for cointegration (Q4416010) (← links)
- (Q4432534) (← links)
- Constructive data mining: modeling consumers' expenditurein Venezuela (Q4488938) (← links)
- Testing Linear versus Logarithmic Regression Models: A Comment (Q4741598) (← links)
- (Q5474882) (← links)
- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
- A framework for economic forecasting (Q6166864) (← links)
