Maximum Likelihood and Method of Moments in Cointegration

Short Dynamic Panel Data Models in the Presence of a Higher Frequency Regressor(s)

The Problem of Inconclusive Regio in Autocorrelation Tests in Least Square Regression

Some Estimation Properties of the Random Coefficients Regression

Some Restricted Estimation and Testing Hypotheses Problem With Singularity Assumption

An Empirical Assessment of the Performance of Variance Components Tests Under Contaminated Error Distributions with Application to Random-Intercept Regression Models

The Exact Finite Sample Properties of the Estimators of Coefficients in Mixed Dummy-Variable Error Components Model

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

Two notes on Prebisch - singer Hypothesis: Implications of the Unit root tests

Testing Purchasing Power Parity in The Eurozone: A Unit Root Analysis