A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects
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Volume (Year): 42 (2012)
Issue (Month): 1 (February)
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References listed on IDEAS
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"An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator,"
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- Donald W.K. Andrews & Christopher J. Monahan, 1990. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.
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"Optimal Inference in Cointegrated Systems,"
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866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"Generalized impulse response analysis in linear multivariate models,"
Elsevier, vol. 58(1), pages 17-29, January.
- Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
- Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-1056, September.
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