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Cyclical trends in continuous time models
Ercolani, Joanne S. - In: Econometric theory 25 (2009) 4, pp. 1112-1119
Persistent link: https://www.econbiz.de/10003875947
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Estimating continuous-time models on the basis of discrete data via an exact discrete analog
MacCrorie, J. Roderick - In: Econometric theory 25 (2009) 4, pp. 1120-1137
Persistent link: https://www.econbiz.de/10003875951
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A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.; Lobato, Ignacio N. - In: Econometric theory 31 (2015) 4, pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
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Spectral financial econometrics
Bandi, Federico M.; Tamoni, Andrea - In: Econometric theory 38 (2022) 6, pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
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The form of the optimal nonlinear instrument for multiperiod conditional moment restrictions
Anatolyev, Stanislav - In: Econometric theory 19 (2003) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10001777186
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20th Anniversary Colloquium Automated Inference and the Future of Econometrics
Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002674518
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Automated inference and the future of econometrics : a colloquium for ET's 20th anniversary
Phillips, Peter C. B. - In: Econometric theory 21 (2005) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10002674532
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Automated discovery in econometrics
Phillips, Peter C. B. - In: Econometric theory 21 (2005) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10002674543
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Model selection and inference : facts and fiction
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 21 (2005) 1, pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
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Challenges for econometric model selection
Hansen, Bruce E. - In: Econometric theory 21 (2005) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10002674564