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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - In: Journal of econometrics 92 (1999) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul - In: Journal of econometrics 93 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria; Drost, Feike C. - In: Journal of econometrics 93 (1999) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
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Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C. - In: Journal of econometrics 93 (1999) 1, pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
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Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance; Wilkins, Nigel P. - In: Journal of econometrics 93 (1999) 1, pp. 149-175
Persistent link: https://www.econbiz.de/10001406647
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Efficient estimation of panel data models with strictly exogenous explanatory variables
Im, KyungSo (contributor) - In: Journal of econometrics 93 (1999) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10001406650
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Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
Abrevaya, Jason - In: Journal of econometrics 93 (1999) 2, pp. 203-228
Persistent link: https://www.econbiz.de/10001406652