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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
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2
Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
Cosslett, Stephen R.
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 116129
Persistent link: https://www.econbiz.de/10010189867
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3
Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010189879
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4
Toward optimal model averaging in regression models with time series errors
Cheng, Tzu-Chang F.
;
Ing, Ching-Kang
;
Yu, Shu-Hui
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 321-334
Persistent link: https://www.econbiz.de/10011504543
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5
Simulated likelihood estimators for discretely observed jump-diffusions
Giesecke, Kay
;
Schwenkler, G.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10012304557
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6
On improvability of model selection by model averaging
Peng, Jingfu
;
Yang, Yuhong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 246-262
Persistent link: https://www.econbiz.de/10013441868
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7
Neglected heterogeneity in moment condition models
Hahn, Jinyong
;
Newey, Whitney K.
;
Smith, Richard J.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10010255460
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8
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
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9
IV,
GMM
or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
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10
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
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