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Nonparametric testing of closeness between two unknown distribution functions
Li, Qi - In: Econometric reviews 15 (1996) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10001212114
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Weak Instrumental Variables Models for Longitudinal Data
Cai, Zongwu; Fang, Ying; Li, Henong - In: Econometric reviews 31 (2012) 4, pp. 361-390
Persistent link: https://www.econbiz.de/10009986255
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Weak instrumental variables models for longitudinal data
Cai, Zongwu; Fang, Ying; Li, Henong - In: Econometric reviews 31 (2012) 4/6, pp. 361-389
Persistent link: https://www.econbiz.de/10009539727
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Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
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The estimation for Lévy processes in high frequency data
Zheng, Jing; Gu, Wentao; Xu, Baolin; Cai, Zongwu - In: Econometric reviews 37 (2018) 6/10, pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
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Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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Endogeneity in Nonlinear Regressions with Integrated Time Series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2010) 1, pp. 51-88
Persistent link: https://www.econbiz.de/10009179160
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On the asymptotics of ADF tests for unit roots
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 21 (2002) 4, pp. 431-447
Persistent link: https://www.econbiz.de/10001718224
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Endogeneity in nonlinear regressions with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2011) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10008990459
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Cointegrating regressions with time heterogeneity
Kim, Chang Sik; Park, Joon Y. - In: Econometric reviews 29 (2010) 4, pp. 397-438
Persistent link: https://www.econbiz.de/10003978820