The following pages link to Journal of Econometrics (Q58362):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel (Q102091) (← links)
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Statistical tests for multiple forecast comparison (Q105896) (← links)
- Seasonal integration and cointegration (Q106272) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency (Q106274) (← links)
- A weak instrument F-test in linear IV models with multiple endogenous variables (Q108980) (← links)
- Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Panel estimates of the gender earnings gap (Q111980) (← links)
- The quantilogram: With an application to evaluating directional predictability (Q113622) (← links)
- The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (Q113625) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Nonparametric frontier estimation: a robust approach (Q117465) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Bayesian exploratory factor analysis (Q118626) (← links)
- Local Gaussian correlation: A new measure of dependence (Q120584) (← links)
- Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution (Q125374) (← links)
- The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics (Q125375) (← links)
- Double machine learning with gradient boosting and its application to the Big N audit quality effect (Q125889) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Unified <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml133" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>M</mml:mi></mml:math>-estimation of fixed-effects spatial dynamic models with short panels (Q128649) (← links)
- A component model for dynamic correlations (Q128853) (← links)
- Generalized autoregressive conditional heteroskedasticity (Q128861) (← links)
- A finite selection model for experimental design of the health insurance study (Q128988) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Is there an optimal forecast combination? (Q134084) (← links)
- Complete subset regressions (Q134090) (← links)
- Regression-based tests for overdispersion in the Poisson model (Q134146) (← links)
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Armax model specification testing, with an application to unemployment in the Netherlands (Q137790) (← links)
- Testing for (in)finite moments (Q138542) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Mixed Membership Estimation for Social Networks (Q144810) (← links)
- Economic monetary aggregates an application of index number and aggregation theory (Q145243) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics (Q146078) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Predicting criminal recidivism using ‘split population’ survival time models (Q150678) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
