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Results: 1-3 |
Results: 3
Invariance and the Wald test
Authors: Kemp, GCR
Citation: Gcr. Kemp, Invariance and the Wald test, J ECONOMET, 104(2), 2001, pp. 209-217
When is a proportional hazards model valid for both stock and flow sampledduration data?
Authors: Kemp, GCR
Citation: Gcr. Kemp, When is a proportional hazards model valid for both stock and flow sampledduration data?, ECON LETT, 69(1), 2000, pp. 33-37
The behavior of forecast errors from a nearly integrated Ar(1) model as both sample size and forecast horizon become large
Authors: Kemp, GCR
Citation: Gcr. Kemp, The behavior of forecast errors from a nearly integrated Ar(1) model as both sample size and forecast horizon become large, ECONOMET TH, 15(2), 1999, pp. 238-256
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