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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
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Remark on pseudo-generalized least squares
Groß, Jürgen; Puntanen, Simo - In: Econometric reviews 19 (2000) 1, pp. 131-133
Persistent link: https://www.econbiz.de/10001455674
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Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong - In: Econometric reviews 16 (1997) 4, pp. 441-457
Persistent link: https://www.econbiz.de/10001230023
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
Liu, Zhenjuan - In: Econometric reviews 16 (1997) 4, pp. 411-420
Persistent link: https://www.econbiz.de/10001230025
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Uniformly adaptive estimation for models with ARMA errors
Steigerwald, Douglas G. - In: Econometric reviews 16 (1997) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001230026
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A Tobit model with GARCH errors
Calzolari, Giorgio - In: Econometric reviews 17 (1998) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
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Testing for serial correlation in the presence of dynamic heteroscedasticity
Silvapulle, Paramsothy - In: Econometric reviews 17 (1998) 1, pp. 31-55
Persistent link: https://www.econbiz.de/10001237559
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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560