Narrow search
Showing 1 - 10 of 1,954
Cover Image
Estimating the differencing parameter via the partial autocorrelation function
Chong, Terence Tai-Leung - In: Journal of econometrics 97 (2000) 2, pp. 365-381
Persistent link: https://www.econbiz.de/10001496598
Cover Image
Reduced rank regression in cointegrated models
Anderson, T. W. - In: Journal of econometrics 106 (2002) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10001638890
Cover Image
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Cover Image
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 157 (2010) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Cover Image
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Su, Liangjun; Jin, Sainan - In: Journal of econometrics 157 (2010) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10008661871
Cover Image
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Cover Image
Robust confidence sets in the presence of weak instruments
Mikusheva, Anna - In: Journal of econometrics 157 (2010) 2, pp. 236-247
Persistent link: https://www.econbiz.de/10008663035
Cover Image
Unit root quantile autoregression testing using covariates
Galvao, Antonio Fialho <Jr.> - In: Journal of econometrics 152 (2009) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Cover Image
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 160 (2011) 2, pp. 349-371
Persistent link: https://www.econbiz.de/10009242238
Cover Image
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10009242250