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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco - In: Econometric theory 39 (2023) 6, pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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Local and global testing of linear and nonlinear inequality constraints in nonlinear econometric models
Wolak, Frank A. - In: Econometric theory 5 (1989) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001065765
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Time-invariant regressor in nonlinear panel model with fixed effects
Hahn, Jinyong; Meinecke, Juergen - In: Econometric theory 21 (2005) 2, pp. 455-469
Persistent link: https://www.econbiz.de/10002740779
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Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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Bias reduction for dynamic nonlinear panel models with fixed effects
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191
Persistent link: https://www.econbiz.de/10009489716
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Global identification in nonlinear models with moment restrictions
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009669750
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Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 29 (2013) 6, pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying - In: Econometric theory 30 (2014) 3, pp. 509-535
Persistent link: https://www.econbiz.de/10010500889
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Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng; Wu, Wei Biao - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10003549669