The following pages link to Journal of Econometrics (Q58362):
Displaying 50 items.
- Identification and estimation with contaminated data: when do covariate data sharpen inference? (Q274890) (← links)
- On the selection of forecasting models (Q274892) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Estimation of models with grouped and ungrouped data by means of ``2SLS'' (Q274900) (← links)
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
- Bounding parameters in a linear regression model with a mismeasured regressor using additional information (Q274905) (← links)
- Estimation of stochastic frontier production functions with input-oriented technical efficiency (Q274906) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- The thick market effect on local unemployment rate fluctuations (Q274910) (← links)
- A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Simulation-based estimation of peer effects (Q274918) (← links)
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
- Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data (Q274923) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- The power of bootstrap and asymptotic tests (Q275244) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm (Q275248) (← links)
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- Granger causality and path diagrams for multivariate time series (Q276915) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- Decisionmetrics: a decision-based approach to econometric modelling (Q276921) (← links)
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models (Q276928) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- On efficient estimation of the ordered response model (Q276935) (← links)
- MCMC maximum likelihood for latent state models (Q276938) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- Inference on inequality from household survey data (Q276940) (← links)
