The following pages link to I-Lok Chang (Q169926):
Displaying 8 items.
- How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US (Q957222) (← links)
- An efficient method of estimating the true value of a population characteristic from its discrepant estimates (Q961436) (← links)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (Q1019973) (← links)
- Lacunary power series on the unit circle (Q1260209) (← links)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data (Q1417068) (← links)
- The state of econometrics after John W. Pratt, Robert Schlaifer, Brian Skyrms, and Robert L. Basmann (Q2091326) (← links)
- On the Zeros of Power Series with Hadamard Gaps--Distribution in Sectors (Q5637175) (← links)
- A computational approach to finding causal economic laws (Q5929106) (← links)
