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Structural threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Tan, Chih Ming - In: Econometric theory 32 (2016) 4, pp. 827-860
Persistent link: https://www.econbiz.de/10011644210
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Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin; Hong, Seung Hyun - In: Econometric theory 32 (2016) 5, pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
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Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin; Sun, Yixiao - In: Econometric theory 34 (2018) 5, pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
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Conditional inference for possibly unidentified structural equations
Forchini, Giovanni; Hillier, Grant H. - In: Econometric theory 19 (2003) 5, pp. 707-743
Persistent link: https://www.econbiz.de/10001802798
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A Hausman test based on the difference between fixed effects two-stage least squares and error components two-stage least squares : solution
Baltagi, Badi H. - In: Econometric theory 21 (2005) 2, pp. 483-484
Persistent link: https://www.econbiz.de/10002740838
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
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Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa - In: Econometric theory 26 (2010) 4, pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819