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Does GNP have a unit root? : A re-evaluation, и . Economics Letters, 23 (2): 139--145 (1987)Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, и . Journal of Econometrics, 137 (1): 162--188 (марта 2007)Local Whittle estimation of fractional integration and some of its variants, и . Journal of Econometrics, 130 (2): 209--233 (февраля 2006)A new approach to robust inference in cointegration, , и . Economics Letters, 91 (2): 300--306 (мая 2006)Nonstationary discrete choice, и . Journal of Econometrics, 120 (1): 103--138 (мая 2004)Nonlinear instrumental variable estimation of an autoregression, , и . Journal of Econometrics, 118 (1-2): 219--246 (00 2004)Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables, и . Journal of Econometrics, 111 (2): 251--283 (декабря 2002)The spurious effect of unit roots on vector autoregressions : An analytical study, и . Journal of Econometrics, 59 (3): 229--255 (октября 1993)Pooled Log Periodogram Regression, и . Journal of Time Series Analysis, 23 (1): 57--93 (01.01.2002)doi: 10.1111/1467-9892.00575.Comment on ``modeling asset returns with alternative stable distributions''. Econometric Reviews, 12 (3): 331--338 (1993)