Narrow search
Showing 1 - 10 of 147
Cover Image
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Cover Image
A likelihood ratio test for spatial model selection
Liu, Tuo; Lee, Lung-fei - In: Journal of econometrics 213 (2019) 2, pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
Cover Image
A nonlinerar multivarite error components analysis of technology and specific factor produktivity growth with an application to the U.S. airlines
Sickles, Robin C. - In: Journal of econometrics 27 (1985) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10003680387
Cover Image
Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
Penm, J. H. W.; Terrell, R. D. - In: Journal of econometrics 24 (1984) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10003649491
Cover Image
A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen - In: Journal of econometrics 98 (2000) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
Cover Image
A new semiparametric spatial model for panel time series
Chen, Xiaoheng; Conley, Timothy G. - In: Journal of econometrics 105 (2001) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10001617144
Cover Image
A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Cover Image
The asymptotic variance of subspace estimates
Chiuso, Alessandro; Picci, Giorgio - In: Journal of econometrics 118 (2004) 1/2, pp. 257-291
Persistent link: https://www.econbiz.de/10001823135
Cover Image
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Cover Image
Optimal weighted average power similar tests for the covariance structure in the linear regression model
Forchini, Giovanni - In: Journal of econometrics 124 (2005) 2, pp. 253-267
Persistent link: https://www.econbiz.de/10002515539