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The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.; Startz, Richard - In: Journal of econometrics 138 (2007) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003451736
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Honoring the research contributions of Charles R. Nelson
Cogley, Timothy (contributor); Nelson, Charles R. (honouree) - 2008
Persistent link: https://www.econbiz.de/10003783443
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273
Persistent link: https://www.econbiz.de/10003722601
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The variance of regression coefficients when the population is finite
Startz, Richard; Steigerwald, Douglas G. - In: Journal of econometrics 240 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075057
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The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.; Startz, Richard - In: Journal of econometrics 138 (2007) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10007615319
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The first-order moving average process : identification, estimation and prediction
Nelson, Charles R. - In: Journal of econometrics 2 (1974), pp. 121-141
Persistent link: https://www.econbiz.de/10002568284
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Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Nelson, Charles R. - In: Journal of econometrics 4 (1976) 4, pp. 331-348
Persistent link: https://www.econbiz.de/10002568293
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Testing rational expectations by the use of overidentifying restrictions
Startz, Richard - In: Journal of econometrics 23 (1983) 3, pp. 343-351
Persistent link: https://www.econbiz.de/10002879915
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The Beveridge–Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-207
Persistent link: https://www.econbiz.de/10008898225