SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION
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Publication:4637607
DOI10.1017/S0266466617000263zbMath1390.00153OpenAlexW2623273128MaRDI QIDQ4637607
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Publication date: 25 April 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000263
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Biographies, obituaries, personalia, bibliographies (01A70)
Cites Work
- Formulation and estimation of dynamic models using panel data
- Additional critical values and asymptotic representations for seasonal unit root tests
- Generalized empirical likelihood non-nested tests
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS
- Testing for a unit root in time series regression
- Estimation of Dynamic Models with Error Components
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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