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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
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2
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
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3
Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 490-517
Persistent link: https://www.econbiz.de/10014551819
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4
Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
Yang, Lixiong
;
Chen, I-Po
;
Lee, Chingnun
;
Ren, Mingjian
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 452-489
Persistent link: https://www.econbiz.de/10014551815
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5
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
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6
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
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7
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
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8
Inference in a similarity-based spatial autoregressive model
Lieberman, Offer
;
Rossi, Francesca
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 471-486
Persistent link: https://www.econbiz.de/10014305560
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9
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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10
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
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11
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
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12
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
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13
Model selection and model averaging for matrix exponential spatial models
Yang, Ye
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 827-858
Persistent link: https://www.econbiz.de/10013364910
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14
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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15
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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16
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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17
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
Saved in:
18
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
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19
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
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20
GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
Liu, Xiaodong
;
Saraiva, Paulo
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 359-385
Persistent link: https://www.econbiz.de/10012181305
Saved in:
21
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
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22
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
23
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
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24
GMM inference in spatial autoregressive models
Taṣpınar, Süleyman
;
Doğan, Osman
;
Vijverberg, Wim P. M.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 931-954
Persistent link: https://www.econbiz.de/10012040422
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25
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
26
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
27
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
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28
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
29
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
30
Diagnostics for the bootstrap and fast double bootstrap
Davidson, Russell
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1021-1038
Persistent link: https://www.econbiz.de/10011795562
Saved in:
31
Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.
;
Liu, Long
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
Saved in:
32
Robust inference for near-unit root processes with time-varying error variances
Demetrescu, Matei
;
Hanck, Christoph
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 751-781
Persistent link: https://www.econbiz.de/10011589896
Saved in:
33
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
34
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
35
Modified profile likelihood for fixed-effects panel data models
Bartolucci, Francesco
;
Bellio, R.
;
Salvan, A.
;
Sartori, N.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1271-1289
Persistent link: https://www.econbiz.de/10011591243
Saved in:
36
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
37
EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
Baltagi, Badi H.
;
Deng, Ying
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 659-694
Persistent link: https://www.econbiz.de/10011483370
Saved in:
38
Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
Liu, Xiaodong
;
Lee, Lung-fei
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 734-753
Persistent link: https://www.econbiz.de/10009758624
Saved in:
39
On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Drukker, David M.
;
Egger, Peter
;
Prucha, Ingmar R.
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 686-733
Persistent link: https://www.econbiz.de/10009758627
Saved in:
40
Testing for spatial autocorrelation : the regressors that make the power disappear
Martellosio, Federico
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 215-240
Persistent link: https://www.econbiz.de/10009515961
Saved in:
41
Theory and applications of TAR model with two threshold variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
Saved in:
42
Testing for a unit root in a stationary ESTAR process
Kiliç, Rehim
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 274-302
Persistent link: https://www.econbiz.de/10008990439
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43
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia
;
Tzavalis, Elias
;
Vrontos, Ioannis D.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
Saved in:
44
Fuzzy autoregressive rules : towards linguistic time series modeling
Aznarte, José Luis
;
Alcalá-Fdez, Jesús
;
Arauzo, Antonio
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 646-668
Persistent link: https://www.econbiz.de/10009269799
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45
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
46
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
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47
Tests for a unit root using three-regime TAR models : power comparison and some applications
Maki, Daiki
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 335-363
Persistent link: https://www.econbiz.de/10003864021
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48
Time-varying mixing weights in mixture autoregressive conditional duration models
De Luca, Giovanni
;
Gallo, Giampiero M.
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 102-120
Persistent link: https://www.econbiz.de/10003800670
Saved in:
49
Pairwise likelihood inference for general state space models
Varin, Cristiano
;
Vidoni, Paolo
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 170-185
Persistent link: https://www.econbiz.de/10003800719
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50
Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent
;
Reade, J. James
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
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