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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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An alternative derivation of Mundlak's fixed effects results using system estimation
Baltagi, Badi H. - In: Econometric theory 22 (2006) 6, pp. 1191-1194
Persistent link: https://www.econbiz.de/10003396980
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Unbiasedness of the OLS estimator with Random regressors : solution
Jansson, Michael - In: Econometric theory 20 (2004) 6, pp. 1263-1264
Persistent link: https://www.econbiz.de/10002424973
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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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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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Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos - In: Econometric theory 38 (2022) 5, pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia - In: Econometric theory 27 (2011) 5, pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
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The bootstrap in threshold regression
Yu, Ping - In: Econometric theory 30 (2014) 3, pp. 676-714
Persistent link: https://www.econbiz.de/10010500881
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Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok; Wang, Yulong - In: Econometric theory 40 (2024) 3, pp. 608-651
Persistent link: https://www.econbiz.de/10015055108
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Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan - In: Econometric theory 18 (2002) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001652612