Editorial. Special issue of the Journal of Econometrics on ``Econometric estimation and testing: essays in honour of Maxwell King
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Publication:2224878
DOI10.1016/j.jeconom.2020.03.001zbMath1471.00022OpenAlexW3013486189MaRDI QIDQ2224878
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Publication date: 4 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.03.001
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)
Cites Work
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- Asymptotic theory for time series with changing mean and variance
- Testing for a trend with persistent errors
- Heterogeneous panel data models with cross-sectional dependence
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Hypothesis testing based on a vector of statistics
- High-dimensional predictive regression in the presence of cointegration
- High-frequency jump tests: which test should we use?
- Adjusted QMLE for the spatial autoregressive parameter
- Econometric analysis of production networks with dominant units
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