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type_genre:"Arbeitspapier"
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ECONIS (ZBW)
55
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55
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1
Equivalence of alternative specifications of nonlinear panel data models
Simmons, Peter J.
-
2022
Persistent link: https://www.econbiz.de/10014288037
Saved in:
2
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
3
Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
-
2020
-
This version: March, 2020
Persistent link: https://www.econbiz.de/10012199405
Saved in:
4
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam
;
Spencer, Peter D.
-
2019
Persistent link: https://www.econbiz.de/10012198636
Saved in:
5
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
6
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
7
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
8
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
9
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
10
QML estimation of the spatial weight matrix in the MR-SAR model
Benjanuvatra, Saruta
;
Burridge, Peter
-
2015
Persistent link: https://www.econbiz.de/10011411643
Saved in:
11
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Chen, Jia
;
Li, Degui
;
Liang, Hua
;
Wang, Suojin
-
2014
Persistent link: https://www.econbiz.de/10010516067
Saved in:
12
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
13
The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam
;
Spencer, Peter D.
-
2012
Persistent link: https://www.econbiz.de/10009663204
Saved in:
14
Efficient bootstrap with weakly dependent processes
Bravo, Francesco
;
Crudu, Federico
-
2012
Persistent link: https://www.econbiz.de/10009535873
Saved in:
15
Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N.
-
2009
Persistent link: https://www.econbiz.de/10003908647
Saved in:
16
Efficient M-estimators with auxiliary information
Bravo, Francesco
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003746913
Saved in:
17
Data driven likelihood ratio tests for goodness-to-fit with estimated parameters
Marsh, Patrick W. N.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376024
Saved in:
18
Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376025
Saved in:
19
Goodness of fit tests via exponential series density estimation
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050823
Saved in:
20
A two-sample non-parametric likelihood ratio test
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050834
Saved in:
21
Bartlett-type adjustments for empirical disrepancy test statistics
Bravo, Francesco
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153102
Saved in:
22
The dynamics of health in British households : simulation-based inference in panel probit models
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623927
Saved in:
23
Using simulation-based inference with panel data in health economics
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628503
Saved in:
24
Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry
;
Fuertes, Anna Maria
;
Perez, Maria-Teresa
-
2000
Persistent link: https://www.econbiz.de/10001527684
Saved in:
25
Empirical likelihood based inference with applications to some econometric models
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001488553
Saved in:
26
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001488593
Saved in:
27
Empirical liekelihood specification tersting in linear regression models
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001527207
Saved in:
28
Moments of the ARAM-EGARCH model
Karanasos, Menelaos
;
Kim, J.
-
2000
Persistent link: https://www.econbiz.de/10001527216
Saved in:
29
Higher order asymtotics and the bootstrap for empirical likelihood J tests
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001527218
Saved in:
30
On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001527224
Saved in:
31
Is more data better?
Mitra, Kaushik
-
2000
Persistent link: https://www.econbiz.de/10001541320
Saved in:
32
Saddlepoint approximations in non-stationary time series
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541340
Saved in:
33
Edgeworth expansions in Gaussian autoregression
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541342
Saved in:
34
The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435137
Saved in:
35
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001394389
Saved in:
36
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
37
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
38
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
Saved in:
39
Guesstimation
Charemza, Wojciech
-
1998
Persistent link: https://www.econbiz.de/10000668646
Saved in:
40
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
41
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
42
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
43
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
-
1998
Persistent link: https://www.econbiz.de/10001591530
Saved in:
44
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
45
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
46
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
47
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
48
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
49
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
50
Pearson M-estimators in regression analysis
Magdalinos, Michael A.
;
Mitsopoulos, George P.
-
1995
Persistent link: https://www.econbiz.de/10000939691
Saved in:
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