The following pages link to Econometrics Journal (Q158712):
Displaying 50 items.
- (Q59215) (redirect page) (← links)
- Double/debiased machine learning for treatment and structural parameters (Q59222) (← links)
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Kernel estimation for panel data with heterogeneous dynamics (Q130133) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Tests for a change in persistence against the null of difference‐stationarity (Q135924) (← links)
- Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (Q143023) (← links)
- Two-step series estimation of sample selection models (Q158714) (← links)
- Specification and estimation of social interaction models with network structures (Q3004020) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- The Hausman test in a Cliff and Ord panel model (Q3018489) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Misspecification in moment inequality models: back to moment equalities? (Q3018502) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Regressions with asymptotically collinear regressors (Q3018507) (← links)
- Large deviations of generalized method of moments and empirical likelihood estimators (Q3018508) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations (Q3018510) (← links)
- The consequences of seasonal adjustment for periodic autoregressive processes (Q3023023) (← links)
- Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← links)
- Testing linearity in cointegrating smooth transition regressions (Q3023026) (← links)
- Response error in a transformation model with an application to earnings‐equation estimation* (Q3023027) (← links)
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (Q3023028) (← links)
- Markov switching stochastic frontier model (Q3023029) (← links)
- Semiparametric mixture models for multivariate count data, with application (Q3023031) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- Oil prices and exchange rates: Norwegian evidence (Q3023034) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- Testing for duration dependence in economic cycles (Q3023037) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* (Q3023040) (← links)
- A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
- Identification of causal factor models of stationary time series (Q3023042) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- Pooling of forecasts (Q3156184) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Linearity tests and stationarity (Q3156186) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
