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LM tests in the presence of non-normal error distributions
Furno, Marilena - In: Econometric theory 16 (2000) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
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HAC estimation by automated regression
Phillips, Peter C. B. - In: Econometric theory 21 (2005) 1, pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
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Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
Jin, Fei; Wang, Yuqin - In: Econometric theory 40 (2024) 5, pp. 1120-1158
Persistent link: https://www.econbiz.de/10015154319
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Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 25 (2009) 6, pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
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Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, Federico - In: Econometric theory 26 (2010) 1, pp. 152-186
Persistent link: https://www.econbiz.de/10003968540
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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672