Narrow search
Showing 1 - 10 of 1,737
Cover Image
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Cover Image
GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
Cover Image
Robust and consistent estimation of nonlinear errors-in-variables models
Li, Tong - In: Journal of econometrics 110 (2002) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001689435
Cover Image
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
Cover Image
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Cover Image
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - In: Journal of econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Cover Image
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Cover Image
Heavy tails of OLS
Mikosch, Thomas; Vries, Casper G. de - In: Journal of econometrics 172 (2013) 2, pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Cover Image
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li; Phillips, Peter C. B. - In: Journal of econometrics 142 (2008) 1, pp. 265-280
Persistent link: https://www.econbiz.de/10003608182