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ECONIS (ZBW)
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1
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
2
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
5
Banded spatio-temporal autoregressions
Gao, Zhaoxing
;
Ma, Yingying
;
Wang, Hansheng
;
Yao, Qiwei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 211-230
Persistent link: https://www.econbiz.de/10012139832
Saved in:
6
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
7
Resurrecting weighted least squares
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011818334
Saved in:
8
Least squares estimation of large dimensional threshold factor models
Massacci, Daniele
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 101-129
Persistent link: https://www.econbiz.de/10011818348
Saved in:
9
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
10
Learning can generate long memory
Chevillon, Guillaume
;
Mavroeidis, Sophocles
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
Saved in:
11
The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
Saved in:
12
Distribution theory of the least squares averaging estimator
Liu, Chu-An
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 142-159
Persistent link: https://www.econbiz.de/10011349521
Saved in:
13
A semiparametric single index model with heterogeneous impacts on an unobserved variable
Lee, Jiyon
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10011326821
Saved in:
14
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
Saved in:
15
Jackknife estimation of stationary autoregressive models
Chambers, Marcus J.
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009702293
Saved in:
16
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
17
Heavy tails of OLS
Mikosch, Thomas
;
Vries, Casper G. de
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Saved in:
18
Local indirect least squares and average marginal effects in nonseparable structural systems
Schennach, Susanne M.
;
White, Halbert
;
Chalak, Karim
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 282-302
Persistent link: https://www.econbiz.de/10009511327
Saved in:
19
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Saved in:
20
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10009671318
Saved in:
21
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
22
Nonparametric least squares estimation in derivative families
Hall, Peter
;
Yatchew, Adonis John
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 362-374
Persistent link: https://www.econbiz.de/10008662993
Saved in:
23
Least squares model averaging by Mallows criterion
Wan, Alan T. K.
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 277-283
Persistent link: https://www.econbiz.de/10008648820
Saved in:
24
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
Saved in:
25
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve
;
Stamatogiannis, Michalis P.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
Saved in:
26
Quantiles, expectiles and splines
Rossi, Giuliano De
;
Harvey, Andrew C.
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
Saved in:
27
Least-squares forecast averaging
Hansen, Bruce E.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
Saved in:
28
Difference in difference meets generalized least squares : higher order properties of hypotheses tests
Hausman, Jerry A.
;
Kuersteiner, Guido M.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10003774649
Saved in:
29
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
30
Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young
;
Hu, Ling
;
Ōgaki, Masao
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 327-351
Persistent link: https://www.econbiz.de/10003608205
Saved in:
31
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Im, KyungSo
;
Schmidt, Peter
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 219-233
Persistent link: https://www.econbiz.de/10003723652
Saved in:
32
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
33
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
34
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng
;
Choi, Yoon K.
;
Zhou, Yong
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
Saved in:
35
Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
Saved in:
36
College applications and the effect of affirmative action
Long, Mark C.
- In:
Journal of econometrics
121
(
2004
)
1/2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002094465
Saved in:
37
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
38
Estimation of simultaneous systems of spatially interrelated cross sectional equations
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 27-50
Persistent link: https://www.econbiz.de/10001822948
Saved in:
39
Least squares in general vector spaces revisited
Schönfeld, Peter
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 95-109
Persistent link: https://www.econbiz.de/10001822968
Saved in:
40
Deterministic least squares filtering
Willems, J. C.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 341-373
Persistent link: https://www.econbiz.de/10001823142
Saved in:
41
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
42
Estimating fractional cointegration in the presence of polynomial trends
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10001787604
Saved in:
43
GLS detrending, efficient unit root tests and structural change
Perron, Pierre
;
Rodriguez, Gabriel
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
Saved in:
44
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
Saved in:
45
Robust and consistent estimation of nonlinear errors-in-variables models
Li, Tong
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001689435
Saved in:
46
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
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