The following pages link to Journal of Econometrics (Q58362):
Displaying 50 items.
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Stability results for nonlinear error correction models (Q262797) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- On leverage in a stochastic volatility model (Q262831) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Impact factors (Q265013) (← links)
- Robust efficient method of moments (Q265015) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- Sign tests for long-memory time series (Q265025) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (Q265030) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- The past and future of empirical finance: some personal comments (Q265100) (← links)
- Selection of the break in the Perron-type tests (Q265103) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Neglecting parameter changes in GARCH models (Q265108) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Testing for unit roots with flow data and varying sampling frequency (Q269226) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data (Q269232) (← links)
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Semiparametric estimation of a panel data proportional hazards model with fixed effects (Q269238) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Corrigendum to: ``Estimating stochastic volatility diffusion using conditional moments of integrated volatility'' (Q269242) (← links)
- A family of autoregressive conditional duration models (Q269391) (← links)
- Superlative index numbers: not all of them are super (Q269392) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Introduction to m-m processes (Q269401) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- A semi-parametric estimator for censored selection models with endogeneity (Q274888) (← links)
