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Nonparametric estimation and inference under shape restrictions
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 201 (2017) 1, pp. 108-126
Persistent link: https://www.econbiz.de/10011917434
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Testing linearity using power transforms of regressors
Baek, Yaein; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 187 (2015) 1, pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - In: Journal of econometrics 98 (2000) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
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Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10001738927
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Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Wan, Alan T. K.; Zou, Guohua - In: Journal of econometrics 114 (2003) 1, pp. 165-196
Persistent link: https://www.econbiz.de/10001738931
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Bayesian bootstrap multivariate regression
Heckelei, Thomas; Mittelhammer, Ron C. - In: Journal of econometrics 112 (2003) 2, pp. 241-264
Persistent link: https://www.econbiz.de/10001731315
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 106 (2002) 1, pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523