| 1 |
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On the sensitivity of the restricted least squares estimators to covariance misspecification
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Wan, A. T.; Zou, G.; Qin, H.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 2 |
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Expectations hypotheses tests at Long Horizons
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Rossi, B.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 3 |
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Robust estimators for the fixed effects panel data model
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Bramati, M. C.; Croux, C.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 4 |
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Method of moment estimation in the COGARCH(1,1) model
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Haug, S.; Kluppelberg, C.; Lindner, A.; Zapp, M.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 5 |
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Non-trading day effects in asymmetric conditional and stochastic volatility models
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Asai, M.; McAleer, M.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 6 |
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How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?
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Choi, C. Y.; Moh, Y. K.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 7 |
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Minimum distance estimation of stationary and non-stationary ARFIMA processes
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Mayoral, L.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 8 |
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A mixture-distribution factor model for multivariate outliers
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Georgiev, I.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 9 |
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Propensity score matching without conditional independence assumption-with an application to the gender wage gap in the United Kingdom
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Frolich, M.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 10 |
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Local sensitivity and diagnostic tests
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Magnus, J. R.; Vasnev, A. L.
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Blackwell Publishers: The Royal Economic Society
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2007
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