The following pages link to (Q5229999):
Displaying 27 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Philosophy and objectives of econometrics (Q278259) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- A guaranteed estimate of the parameter reconstruction error in a linear difference system (Q906376) (← links)
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
- Empirical microeconomics action functionals (Q1618358) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- Strong consistency of least-squares estimation in linear regression models with vague concepts (Q2489774) (← links)
- (Q4525300) (← links)
- (Q4720641) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- (Q5641104) (← links)
- Finite Sample Econometrics (Q5710164) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Simple interpolations of inflation expectations (Q6093766) (← links)
- Time series modeling of paleoclimate data (Q6179614) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (Q6623182) (← links)
- Sequential tests of causality between environmental time series: with application to the global warming theory (Q6626370) (← links)
