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The rank of demand systems : theory and nonparametric estimation
Lewbel, Arthur - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 711-730
Persistent link: https://www.econbiz.de/10001104912
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Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
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Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine; Jacod, Jean - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 4, pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
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Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
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The stochastic difference between econometric statistics
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
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Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Testing a parametric model against a nonparametric alternative with identification through instrumental variables
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 2, pp. 521-538
Persistent link: https://www.econbiz.de/10003316413
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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
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Panel data models with interactive fixed effects
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957