Computerized index for the STB (Update)
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Technical Bulletin.
Volume (Year): 4 (1995)
Issue (Month): 21 ()
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Web page: http://stata-press.com/journals/stbj.html
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sean Becketti & Charles Morris, 1993.
"Reduced form evidence on the substitutability between bank and nonbank loans,"
Research Working Paper
93-18, Federal Reserve Bank of Kansas City.
- Sean Becketti & Charles Morris, 1994. "Reduced form evidence on the substitutability between bank and nonbank loans," Proceedings 51, Federal Reserve Bank of Chicago.
- Hansen, Bruce E., 1992.
"Testing for parameter instability in linear models,"
Journal of Policy Modeling,
Elsevier, vol. 14(4), pages 517-533, August.
- Tom Doan, . "STABTEST: RATS procedure to perform Hansen's stability test for OLS," Statistical Software Components RTS00199, Boston College Department of Economics.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Sean Becketti, 1994. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
- Craig S. Hakkio, 1994. "Approximate p-values for unit root and cointegration tests," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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