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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Gørgens, Tue; Horowitz, Joel - In: Journal of econometrics 90 (1999) 2, pp. 155-191
Persistent link: https://www.econbiz.de/10001382109
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Model selection tests for moment inequality models
Shi, Xiaoxia - In: Journal of econometrics 187 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 189 (2015) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
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Revealed preference tests for weak separability : an integer programming approach
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - In: Journal of econometrics 186 (2015) 1, pp. 129-141
Persistent link: https://www.econbiz.de/10011349524