| 1 |
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Markov switching stochastic frontier model
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Tsionas, E. G.; Kumbhakar, S. C.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 2 |
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A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
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Panopoulou, E.; Pittis, N.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 3 |
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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
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Johansen, S.; Swensen, A. R.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 4 |
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The consequences of seasonal adjustment for periodic autoregressive processes
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del Barrio Castro, T.; Osborn, D. R.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 5 |
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On the forecasting ability of ARFIMA models when infrequent breaks occur
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Gabriel, V. J.; Martins, L. F.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 6 |
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Semiparametric mixture models for multivariate count data, with application
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Alfo, M.; Trovato, G.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 7 |
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Response error in a transformation model with an application to earnings-equation estimation
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Abrevaya, J.; Hausman, J. A.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 8 |
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Testing linearity in cointegrating smooth transition regressions
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Choi, I.; Saikkonen, P.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 9 |
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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
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Fruhwirth-Schnatter, S.
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Blackwell Publishers: The Royal Economic Society
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2004
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| 10 |
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Asymptotic inference results for multivariate long-memory processes
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Dolado, J. J.; Marmol, F.
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Blackwell Publishers: The Royal Economic Society
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2004
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