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Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa; Wilms, Ines - In: Econometric reviews 40 (2021) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel; Orme, Chris D. - In: Econometric reviews 37 (2018) 6/10, pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
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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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Robust nonparametric frontier estimation in two steps
Chen, Yining; Torrent, Hudson S.; Ziegelmann, Flávio A. - In: Econometric reviews 42 (2023) 7, pp. 612-634
Persistent link: https://www.econbiz.de/10014321657
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Event count estimation
Balazsi, Laszlo; Chan, Felix; Mátyás, László - In: Econometric reviews 41 (2022) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10013167594
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Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Econometric reviews 37 (2018) 6/10, pp. 695-718
Persistent link: https://www.econbiz.de/10012040404
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A. - In: Econometric reviews 40 (2021) 5, pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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Identification of the linear factor model
Williams, Benjamin D. - In: Econometric reviews 39 (2020) 1, pp. 92-109
Persistent link: https://www.econbiz.de/10012181544
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The robustness of trend stationarity : an illustration with the extended Nelson-Plosser dataset
Lu, Maozu; Podivinsky, Jan M. - In: Econometric reviews 22 (2003) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001786921