Narrow search
Showing 1 - 10 of 34
Cover Image
Coherency and estimation in simultaneous models with censored or qualitative dependent variables
Blundell, Richard W. - In: Journal of econometrics 64 (1994) 1, pp. 356-373
Persistent link: https://www.econbiz.de/10001166421
Cover Image
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
Cover Image
Finite sample and asymptotic methods in econometrics
Smith, Richard J. (contributor) - In: Journal of econometrics 111,2 : Annals of econometrics (2002)
Persistent link: https://www.econbiz.de/10004724941
Cover Image
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Cover Image
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Cover Image
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Pesaran, M. Hashem - In: Journal of econometrics 44 (1990) 1
Persistent link: https://www.econbiz.de/10001274643
Cover Image
Generalized empirical likelihood tests in time series models with potential identification failure
Guggenberger, Patrik; Smith, Richard J. - In: Journal of econometrics 142 (2008) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10007894516
Cover Image
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460
Persistent link: https://www.econbiz.de/10007732047
Cover Image
GEL statistics under weak identification
Guggenberger, Patrik; Ramalho, Joaquim J.S.; Smith, … - In: Journal of econometrics 170 (2012) 2, pp. 331-350
Persistent link: https://www.econbiz.de/10010013518
Cover Image
Annals of econometrics: Finite sample and asymptotic methods in econometrics
Smith, Richard J. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001714573