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Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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Identification problems and decisions under ambiguity : empirical analysis of treatment response and normative analysis of treatment choice
Manski, Charles F. - In: Journal of econometrics 95 (2000) 2, pp. 415-442
Persistent link: https://www.econbiz.de/10001436022
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Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert A. - In: Journal of econometrics 94 (2000) 1/2, pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - In: Journal of econometrics 101 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - In: Journal of econometrics 101 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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Index models with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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On the harm that ignoring pretesting can cause
Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
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Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
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Estimating multi-way error components models with unbalanced data structures
Davis, Peter - In: Journal of econometrics 106 (2002) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10001633690